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Posterior contraction conjecture for the truncated Horseshoe prior with scaling $\tau=1/n$
Consider the sequence model and Sobolev truth $f_0\in\mathcal{S}^{\beta}(F)$ from Theorem 1, with the truncated Horseshoe prior and scaling $\tau=1/n$ . The posterior is denoted by…
Conjectureopenbayesian-statistics horseshoe-prior posterior-contractionarXiv posted 2 days ago

Posterior contraction conjecture for the truncated Horseshoe prior with scaling τ=1/n\tau=1/nτ=1/n