A Laplace Mixture Representation of the Horseshoe and Some Implications
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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… read more here.
Keywords: mixture; mixture representation; representation horseshoe; laplace mixture ... See more keywords