most citedBayesian inference for generalized extreme value distribution with Gaussian copula dependence

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math.ST2018

Empirical priors and coverage of posterior credible sets in a sparse normal mean model

Ryan Martin, Bo Ning

Bayesian methods provide a natural means for uncertainty quantification, that is, credible sets can be easily obtained from the posterior distribution. But is this uncertainty quan…

math.ST2018

Bayesian Linear Regression for Multivariate Responses Under Group Sparsity

Bo Ning, Seonghyun Jeong, Subhashis Ghosal

We study frequentist properties of a Bayesian high-dimensional multivariate linear regression model with correlated responses. The predictors are separated into many groups and the…