115 citations · 172 across the 29 of their papers we have counts for
3 papers · 1 filter
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…
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…
Horseshoe Regularization for Feature Subset Selection
Anindya Bhadra, Jyotishka Datta, Nicholas G. Polson +1
Feature subset selection arises in many high-dimensional applications of statistics, such as compressed sensing and genomics. The penalty is ideal for this task, the cavea…