Functional Horseshoe Priors for Subspace Shrinkage
Author:
Affiliation:
1. Department of Statistics, University of South Carolina, Columbia, SC
2. Department of Statistics, Texas A&M University, College Station, TX
Funder
NIH
NSF Career
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/01621459.2019.1654875
Reference43 articles.
1. Generalized double Pareto shrinkage
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3. Dirichlet–Laplace Priors for Optimal Shrinkage
4. Bernstein–von Mises theorems for Gaussian regression with increasing number of regressors
5. Sparse Bayesian nonparametric regression
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