85 citations · 88 across the 4 of their papers we have counts for
4 papers
Contributed Discussion to Uncertainty Quantification for the Horseshoe by Stéphanie van der Pas, Botond Szabó and Aad van der Vaart
William Weimin Yoo
We begin by introducing the main ideas of the paper under discussion. We discuss some interesting issues regarding adaptive component-wise credible intervals. We then briefly touch…
Uncertainty quantification for the horseshoe
Stéphanie van der Pas, Botond Szabó, Aad van der Vaart
We investigate the credible sets and marginal credible intervals resulting from the horseshoe prior in the sparse multivariate normal means model. We do so in an adaptive setting w…
On Bayesian based adaptive confidence sets for linear functionals
Botond Szabó
We consider the problem of constructing Bayesian based confidence sets for linear functionals in the inverse Gaussian white noise model. We work with a scale of Gaussian priors ind…
A sharp adaptive confidence ball for self-similar functions
Richard Nickl, Botond Szabó
In the nonparametric Gaussian sequence space model an -confidence ball is constructed that adapts to unknown smoothness and Sobolev-norm of the infinite-dimensional p…