Bayesian sparse projection posteriors for high-dimensional grouped regression achieve optimal contraction rates and model selection consistency with applications to additive models and neuroimaging.
The second term √n∥∆DGL∥has been proven to beo(1) in 14 Proposition 3 of Honda [2021]
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Bayesian High-dimensional Grouped-regression using Sparse Projection-posterior
Bayesian sparse projection posteriors for high-dimensional grouped regression achieve optimal contraction rates and model selection consistency with applications to additive models and neuroimaging.