On the contraction properties of some high-dimensional quasi-posterior distributions
نویسندگان
چکیده
منابع مشابه
On the Contraction Properties of Some High-dimensional Quasi-posterior Distributions
We study the contraction properties of a class of quasi-posterior distributions Π̌n,d obtained by combining a quasi-likelihood function and a sparsity inducing prior distribution on R, as both n (the sample size), and d (the dimension of the parameter) increase. We derive two general results that highlight a set of sufficient conditions under which Π̌n,d puts increasingly high probability on spar...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2017
ISSN: 0090-5364
DOI: 10.1214/16-aos1526