Showing math.STShow all
2 papers · 1 filter
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…
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…