Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors.
Ruoyang ZhangMalay GhoshPublished in: J. Multivar. Anal. (2022)
Keyphrases
- high dimensional
- multivariate data
- bayesian framework
- low dimensional
- high speed
- posterior probability
- dimension reduction
- noisy data
- image denoising
- variable selection
- belief change
- sparse data
- feature space
- probabilistic model
- regression model
- prior probabilities
- prior knowledge
- posterior distribution
- manifold learning
- probability distribution
- belief revision
- high dimensionality
- similarity search
- high dimensional data
- dimensionality reduction
- prior information
- microarray data
- gene expression data
- multi dimensional
- gaussian process
- denoising
- nearest neighbor
- data points