Fast sampling with Gaussian scale mixture priors in high-dimensional regression

Frequentist coverage of adaptive nonparametric Bayesian credible sets

(2015) Botond Szabó et al.   ANNALS OF STATISTICS

Decoupling Shrinkage and Selection in Bayesian Linear Models: A Posterior Summary Perspective

(2015) P. Richard Hahn et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Dirichlet–Laplace Priors for Optimal Shrinkage

(2015) Anirban Bhattacharya et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Posterior contraction in sparse Bayesian factor models for massive covariance matrices

(2014) Debdeep Pati et al.   ANNALS OF STATISTICS

On asymptotically optimal confidence regions and tests for high-dimensional models

(2014) Sara van de Geer et al.   ANNALS OF STATISTICS

Geometric ergodicity for Bayesian shrinkage models

(2014) Subhadip Pal et al.   Electronic Journal of Statistics

The horseshoe estimator: Posterior concentration around nearly black vectors

(2014) S. L. van der Pas et al.   Electronic Journal of Statistics

The Bayesian bridge

(2013) Nicholas G. Polson et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Confidence intervals for low dimensional parameters in high dimensional linear models

(2013) Cun-Hui Zhang et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Geometric ergodicity of the Bayesian lasso

(2013) Kshitij Khare et al.   Electronic Journal of Statistics

Needles and Straw in a Haystack: Posterior concentration for possibly sparse sequences

(2012) Ismaël Castillo et al.   ANNALS OF STATISTICS

Sparse Bayesian infinite factor models

(2011) A. Bhattacharya et al.   BIOMETRIKA

Nearly unbiased variable selection under minimax concave penalty

(2010) Cun-Hui Zhang   ANNALS OF STATISTICS

Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem

(2010) James G. Scott et al.   ANNALS OF STATISTICS

The horseshoe estimator for sparse signals

(2010) C. M. Carvalho et al.   BIOMETRIKA