6 problems

Extension conjecture. All the results of the paper should remain valid for the Spike and Slab LASSO prior.

Let the DASP denote the dependency-aware shrinkage prior introduced in the paper, and let standard shrinkage priors be the comparison priors for posterior inference in the regressi…

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…

Consider global-local shrinkage priors with a global shrinkage parameter and heavy-tailed local prior components, including the horseshoe, generalized double Pareto, and normal-exp…

In the sparse two-groups multiple testing problem considered here, the generalized double Pareto prior is one of the shrinkage priors used to induce a testing rule. Generalized dou…

Exponential-tail extension conjecture. The conclusions of Theorem $$ should remain valid if $g$ is assumed only to have exponential tails, together with some mild conditions on its…