2 papers
math.ST2026
Multiple testing with the horseshoe
Sayantan Banerjee, Ismaël Castillo, Fanny Villers
We study multiple testing under continuous global--local shrinkage priors, with a focus on the horseshoe prior in high-dimensional sparse settings. While such priors provide adapti…
stat.ME2026
A Bayesian framework with adaptive elastic nets for the inference of Gaussian graphical models
Roland B. Sogan, Tabea Rebafka, Fanny Villers
Estimating conditional independence graphs from high-dimensional Gaussian data is challenging because methods must detect relevant edges while rigorously controlling statistical er…