107 citations · 160 across the 9 of their papers we have counts for
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math.ST2014
Almost the Best of Three Worlds: Risk, Consistency and Optional Stopping for the Switch Criterion in Nested Model Selection
Stéphanie van der Pas, Peter Grünwald
We study the switch distribution, introduced by Van Erven et al. (2012), applied to model selection and subsequent estimation. While switching was known to be strongly consistent,…
math.ST2014★ 107 cited
The Horseshoe Estimator: Posterior Concentration around Nearly Black Vectors
S. L. van der Pas, B. J. K. Kleijn, A. W. van der Vaart
We consider the horseshoe estimator due to Carvalho, Polson and Scott (2010) for the multivariate normal mean model in the situation that the mean vector is sparse in the nearly bl…