Uncertainty Quantification for the Horseshoe (with Discussion)
Uncertainty Quantification for the Horseshoe (with Discussion)
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DOI：
10.1214/17-ba1065
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发表时间：
2016-07
影响因子：
4.4
通讯作者：
S. V. D. Pas;Botond Szab'o;A. Vaart
中科院分区：
文献类型：
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作者：
S. V. D. Pas;Botond Szab'o;A. Vaart
我们首先介绍正在讨论的论文的主要思想。我们讨论有关自适应组件可信区间的一些有趣问题。然后我们简要讨论自相似性和过度偏见限制的概念。接下来是对本文中进行的广泛模拟研究的一些评论。
We begin by introducing the main ideas of the paper under discussion. We discuss some interesting issues regarding adaptive component-wise credible intervals. We then briefly touch upon the concepts of self-similarity and excessive bias restriction. This is then followed by some comments on the extensive simulation study carried out in the paper.