scholarly journals High-dimensional multivariate posterior consistency under global–local shrinkage priors

2018 ◽  
Vol 167 ◽  
pp. 157-170 ◽  
Author(s):  
Ray Bai ◽  
Malay Ghosh
Keyword(s):  
High Dimensional ◽  
Posterior Consistency ◽  
Shrinkage Priors

MCMC for Global-Local Shrinkage Priors in High-Dimensional Settings

2021 ◽  
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Author(s):  
Anirban Bhattacharya ◽  
James Johndrow
Keyword(s):  
High Dimensional ◽  
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scholarly journals High-Dimensional Posterior Consistency for Hierarchical Non-Local Priors in Regression

2020 ◽  
Vol 15 (1) ◽  
pp. 241-262 ◽  
Author(s):  
Xuan Cao ◽  
Kshitij Khare ◽  
Malay Ghosh
Keyword(s):  
High Dimensional ◽  
Posterior Consistency ◽  
Non Local

scholarly journals Posterior consistency in linear models under shrinkage priors

Biometrika ◽  
2013 ◽  
Vol 100 (4) ◽  
pp. 1011-1018 ◽  
Author(s):  
A. Armagan ◽  
D. B. Dunson ◽  
J. Lee ◽  
W. U. Bajwa ◽  
N. Strawn
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Posterior Consistency ◽  
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scholarly journals Asymptotic Optimality of One-Group Shrinkage Priors in Sparse High-dimensional Problems

2017 ◽  
Vol 12 (4) ◽  
pp. 1133-1161 ◽  
Author(s):  
Prasenjit Ghosh ◽  
Arijit Chakrabarti
Keyword(s):  
Asymptotic Optimality ◽  
High Dimensional ◽  
Shrinkage Priors
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