works on
finite-sample inference 1sandwich bounds 1simulation-based testing 1single network analysis 1strategic network formation 1

From the 1 of 14 linked papers with an AI index.

collaborators
Showing stat.MEShow all

1 paper · 1 filter

stat.ME2026

Variance or Standard Deviation? Shell Geometry and Global-Scale Priors in High-Dimensional Shrinkage

Wayne Yuan Gao, Zhiheng You

We study how the choice of default prior for a common Gaussian scale affects high-dimensional shrinkage risk, highlighting the role played by high-dimensional geometry. Formally, w…