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A Note on Nonlocal Prior Method
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A Note on Nonlocal Prior Method
classification
stat.ME
keywords
priornonlocalableclassdecreasingdetectdimensionalhigh
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We propose a new class of nonlocal prior to improve the performance of variable selection in high dimensional setting. We prove our new prior possesses the robustness to hyper parameter settings and is able to detect smaller decreasing signals.
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