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20142023
most citedOptimal Second-Order Rates for Quantum Soft Covering and Privacy Amplification

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math.ST2022

Posterior contraction and uncertainty quantification for the multivariate spike-and-slab LASSO

Yunyi Shen, Sameer K. Deshpande

We study the asymptotic properties of Deshpande et al.\ (2019)'s multivariate spike-and-slab LASSO (mSSL) procedure for simultaneous variable and covariance selection in the sparse…