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math.ST2022★ 1 cited
Two-Step Mixed-Type Multivariate Bayesian Sparse Variable Selection with Shrinkage Priors
Shao-Hsuan Wang, Ray Bai, Hsin-Hsiung Huang
We introduce a Bayesian framework for mixed-type multivariate regression using continuous shrinkage priors. Our framework enables joint analysis of mixed continuous and discrete ou…
math.ST2017★ 7 cited
The Inverse Gamma-Gamma Prior for Optimal Posterior Contraction and Multiple Hypothesis Testing
Ray Bai, Malay Ghosh
We study the well-known problem of estimating a sparse -dimensional unknown mean vector with entries corrupted by Gaussian white noise. In the Bayesian fram…