280 citations · 707 across the 23 of their papers we have counts for
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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…
math.ST2014★ 280 cited
Bayesian linear regression with sparse priors
Ismaël Castillo, Johannes Schmidt-Hieber, Aad van der Vaart
We study full Bayesian procedures for high-dimensional linear regression under sparsity constraints. The prior is a mixture of point masses at zero and continuous distributions. Un…