3 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
Projection Diagnostics for Directional Asymmetry and Tail-Ratio Departure in Multivariate Data
Sayantan Banerjee, Soudeep Deb
We study projection-based diagnostics for distinguishing directional asymmetry from tail-ratio departure in multivariate data. The procedure reduces the problem to one-dimensional…
math.ST2026
A Leakage Bound for Confidence Sets after Black-Box Selection
Sayantan Banerjee
In many analyses the object reported at the end is not fixed in advance, but is chosen after a preliminary search over variables, subgroups, transformations, models or contrasts. C…