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Sharp minimaxity of the Bayesian hard-thresholding posterior mean
In the normal sequence model, let be the hard-thresholding threshold, and let the polynomially decaying prior have parameters and . Sharp-mi…
Sharp minimaxity of the Bayesian hard-thresholding posterior mean
In the normal sequence model, let be the hard-thresholding threshold, and let the polynomially decaying prior have parameters and . Sharp-mi…