Truncation in separable priors for positive-definite matrices can lead to unintended biases toward sparser structures in sparse inference unless prior parameters like off-diagonal variances are adjusted as matrix dimension grows.
It follows that we still have limk→∞ c= 1 if one sets anyσ= µ (2+δk) √ k such thatk −2/3 =o(δ k)
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Positive-definiteness in separable priors: effects on prior interpretability and inference
Truncation in separable priors for positive-definite matrices can lead to unintended biases toward sparser structures in sparse inference unless prior parameters like off-diagonal variances are adjusted as matrix dimension grows.