1 problem

0 votes0 replies1 view
Oracle-risk conjecture for global-local shrinkage priors under 0-1 loss
Let global-local shrinkage priors be priors with a global shrinkage parameter and local shrinkage parameters, and consider their use for precision matrix estimation under $0-1$ los…
Conjectureopenbayesian-statistics precision-matrix-estimation shrinkage-priorsarXiv posted 2 days ago

Oracle-risk conjecture for global-local shrinkage priors under 0-1 loss