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Published in 2022 at "IEEE Signal Processing Letters"
DOI: 10.1109/lsp.2022.3228491
Abstract: The horseshoe prior, defined as a half Cauchy scale mixture of normal, provides a state of the art approach to Bayesian sparse signal recovery. We provide a new representation of the horseshoe density as a…
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Keywords:
mixture;
mixture representation;
representation horseshoe;
laplace mixture ... See more keywords