OpenAlex | Finite sample posterior concentration in high-dimensional regression

Finite sample posterior concentration in high-dimensional regression

Work

Year: 2014

Type: article

Abstract: We study the behavior of the posterior distribution in high-dimensional Bayesian Gaussian linear regression models having p ≫ n, where p is the number of predictors and n is the sample size. Our focus... more

Source: Information and Inference A Journal of the IMA

Authors Nate Strawn, A. Armağan, Rayan Saab, Lawrence Carin, David B. Dunson

Institutions Duke University, University of California, San Diego, SAS Institute (United States)

Cites: 48

Cited by: 5

Related to: 10

FWCI: 0.705

Citation percentile (by year/subfield): 45.2

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: bronze