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Shrink Globally, Act Locally: Sparse Bayesian Regularization and Prediction *

Nicholas G. Polson and James G. Scott

in Bayesian Statistics 9

Published in print:
2011
Published Online:
January 2012
ISBN:
9780199694587
eISBN:
9780191731921
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199694587.003.0017
Subject:
Mathematics, Probability / Statistics

We study the classic problem of choosing a prior distribution for a location parameter β = (β 1,…, β p ) as p grows ... More


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