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math.ST2016★ 3 cited
Prediction risk for the horseshoe regression
Anindya Bhadra, Jyotishka Datta, Yunfan Li +2
We show that prediction performance for global-local shrinkage regression can overcome two major difficulties of global shrinkage regression: (i) the amount of relative shrinkage i…
math.ST2016★ 4 cited
Global-Local Mixtures
Anindya Bhadra, Jyotishka Datta, Nicholas G. Polson +1
Global-local mixtures are derived from the Cauchy-Schlomilch and Liouville integral transformation identities. We characterize well-known normal-scale mixture distributions includi…