Construct · 1 fields · 1 citations

horseshoe prior: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed
horseshoeprior1 CONSTRUCTHorseshoe priorCARVALHO · BAYESIAN STATISTICS

A single standalone construct; nearby constructs are located against it in the Collider. Tap a field for its definition, unit, and measures.

Bayesian statistics

a global-local shrinkage prior for sparse signals that pulls noise coefficients strongly toward zero while leaving large true effects nearly unshrunk.

In Bayesian statistics, horseshoe prior refers to a global-local shrinkage prior for sparse signals that pulls noise coefficients strongly toward zero while leaving large true effects nearly unshrunk. This meaning comes from Carvalho (2010) in Biometrika.[1]

Unit
Recovery means
Measured by

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Nearby constructs

noise4 fields · 5 citationsjingle · one word, four constructsprior3 fields · 4 citationsjingle · one word, three constructsregularized horseshoe1 fields · 1 citationsanchor · a standalone construct

References

  1. Carvalho, C. M., Polson, N. G., & Scott, J. G. (2010). The horseshoe estimator for sparse signals. Biometrika, 97(2), 465-480. https://doi.org/10.1093/biomet/asq017

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