most citedOn optimality of Bayesian testimation in the normal means problem

52 citations · 52 across the 1 of their papers we have counts for

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1 paper

math.ST2007★ 52 cited

On optimality of Bayesian testimation in the normal means problem

Felix Abramovich, Vadim Grinshtein, Marianna Pensky

We consider a problem of recovering a high-dimensional vector observed in white noise, where the unknown vector is assumed to be sparse. The objective of the paper is to de…