Posterior consistency in linear models under shrinkage priors
Journal Article (Journal Article)
We investigate the asymptotic behaviour of posterior distributions of regression coefficients in high-dimensional linear models as the number of dimensions grows with the number of observations. We show that the posterior distribution concentrates in neighbourhoods of the true parameter under simple sufficient conditions. These conditions hold under popular shrinkage priors given some sparsity assumptions. © 2013 Biometrika Trust.
Full Text
Duke Authors
Cited Authors
- Armagan, A; Dunson, DB; Lee, J; Bajwa, WU; Strawn, N
Published Date
- December 1, 2013
Published In
Volume / Issue
- 100 / 4
Start / End Page
- 1011 - 1018
Electronic International Standard Serial Number (EISSN)
- 1464-3510
International Standard Serial Number (ISSN)
- 0006-3444
Digital Object Identifier (DOI)
- 10.1093/biomet/ast028
Citation Source
- Scopus