47 citations · 175 across the 14 of their papers we have counts for
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stat.ME2017★ 47 cited
High-Dimensional Multivariate Posterior Consistency Under Global-Local Shrinkage Priors
Ray Bai, Malay Ghosh
We consider sparse Bayesian estimation in the classical multivariate linear regression model with regressors and response variables. In univariate Bayesian linear regressio…
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…