Uncertainty Quantification for the Horseshoe (with Discussion)

Author(s):
Pas, S. van der; Szabo, B.; Vaart, A. van der
Published
2017
Publication type
Article / Letter to editor
credible setshorseshoesparsitynearly black vectorsnormal means problemfrequentist Bayes
Date issued
2017-12-31
Language
English
Is part of
Bayesian Analysis (2017), Vol. 12, no. 4, p. 1221-1249
hdl
1887/95169
doi
10.1214/17-BA1065