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arXiv · 1710.05987

Contributed Discussion to Uncertainty Quantification for the Horseshoe by St\'ephanie van der Pas, Botond Szab\'o and Aad van der Vaart

William Weimin Yoo
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Abstract

We begin by introducing the main ideas of the paper under discussion. We discuss some interesting issues regarding adaptive component-wise credible intervals. We then briefly touch upon the concepts of self-similarity and excessive bias restriction. This is then followed by some comments on the extensive simulation study carried out in the paper.

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William Weimin Yoo. 2017-10-16. Contributed Discussion to Uncertainty Quantification for the Horseshoe by St\'ephanie van der Pas, Botond Szab\'o and Aad van der Vaart. https://doi.org/10.1214/17-ba1065

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