2 papers
stat.ME2020
Shrinkage with Robustness: Log-Adjusted Priors for Sparse Signals
Yasuyuki Hamura, Kaoru Irie, Shonosuke Sugasawa
We introduce a new class of distributions named log-adjusted shrinkage priors for the analysis of sparse signals, which extends the three parameter beta priors by multiplying an ad…
stat.ME2019
On Global-local Shrinkage Priors for Count Data
Yasuyuki Hamura, Kaoru Irie, Shonosuke Sugasawa
Global-local shrinkage prior has been recognized as useful class of priors which can strongly shrink small signals towards prior means while keeping large signals unshrunk. Althoug…