Empirical Bayes posterior concentration in sparse high-dimensional linear models
Work
Year: 2017
Type: article
Abstract: We propose a new empirical Bayes approach for inference in the $p \gg n$ normal linear model. The novelty is the use of data in the prior in two ways, for centering and regularization. Under suitable ... more
Source: Bernoulli
Institutions University of Illinois Chicago, North Carolina State University, The University of Texas at Austin
Cites: 56
Cited by: 106
Related to: 10
FWCI: 8.191
Citation percentile (by year/subfield): 99.98
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: hybrid