collaborators

1 paper

math.ST2024

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…