The Horseshoe prior yields asymptotically minimax optimal predictive Bayes estimators in sparse Gaussian models, with hierarchical extensions enabling adaptive switching and sharper risk bounds under a theta-min condition.
Boxplots display the distribution of these scores for the ASD group (red) and control group (blue)
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Horseshoe Predictive Inference
The Horseshoe prior yields asymptotically minimax optimal predictive Bayes estimators in sparse Gaussian models, with hierarchical extensions enabling adaptive switching and sharper risk bounds under a theta-min condition.