The adaptive normal-hypergeometric-inverted-beta priors for sparse signals
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DOI: 10.1080/00949655.2020.1815199
Abstract: We investigate the estimation of high-dimensional normal mean under sparsity. Most shrinkage priors in the literature are based on certain assumptions of sparsity levels and signal sizes. Violation of these assumptions can lead to unsatisfactory… read more here.
Keywords: hypergeometric inverted; inverted beta; normal hypergeometric; adaptive normal ... See more keywords