10 citations · 13 across the 2 of their papers we have counts for
2 papers
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…
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…