most citedContributed Discussion to Uncertainty Quantification for the Horseshoe by Stéphanie van der Pas, Botond Szabó and Aad van der Vaart

85 citations · 89 across the 2 of their papers we have counts for

collaborators
Showing math.STShow all

2 papers · 1 filter

math.ST2017★ 4 cited

The Bayes Lepski's Method and Credible Bands through Volume of Tubular Neighborhoods

William Weimin Yoo, Aad W. van der Vaart

For a general class of priors based on random series basis expansion, we develop the Bayes Lepski's method to estimate unknown regression function. In this approach, the series tru…

math.ST2017★ 85 cited

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…