115 citations · 172 across the 29 of their papers we have counts for
Showing 2017 · stat.MEShow all
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stat.ME2017★ 10 cited
The Graphical Horseshoe Estimator for Inverse Covariance Matrices
Yunfan Li, Bruce A. Craig, Anindya Bhadra
We develop a new estimator of the inverse covariance matrix for high-dimensional multivariate normal data using the horseshoe prior. The proposed graphical horseshoe estimator has…
stat.ME2017
Lasso Meets Horseshoe : A Survey
Anindya Bhadra, Jyotishka Datta, Nicholas G. Polson +1
The goal of this paper is to contrast and survey the major advances in two of the most commonly used high-dimensional techniques, namely, the Lasso and horseshoe regularization. La…