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math.ST2020
Bayesian High-dimensional Semi-parametric Inference beyond sub-Gaussian Errors
Kyoungjae Lee, Minwoo Chae, Lizhen Lin
We consider a sparse linear regression model with unknown symmetric error under the high-dimensional setting. The true error distribution is assumed to belong to the locally -Hö…
math.ST2020★ 1 cited
Posterior asymptotics in Wasserstein metrics on the real line
Minwoo Chae, Pierpaolo De Blasi, Stephen G. Walker
In this paper, we use the class of Wasserstein metrics to study asymptotic properties of posterior distributions. Our first goal is to provide sufficient conditions for posterior c…