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The Maseeh Mathematics and Statistics Colloquium Series*
Artin Armagan, SAS Institute, Inc.
On Shrinkage Priors
Abstract: In recent years, a rich variety of shrinkage priors have
been proposed that can also yield thresholding/variable selection
procedures via maximum a posteriori estimation. In general, these
priors can be expressed as scale mixtures of normals, but may possibly
have more complex forms and better properties than more traditional
shrinkage priors such as the double exponential. I will be presenting
some of our recent work that includes the novel hierarchical modeling
of such priors and some of their interesting and promising properties.
Friday, February 10th, 2012 at 3:15pm
Neuberger Hall room 454
(Refreshments served at 3:00 Neuberger Hall room 344)
This event is free and open to the public.
* Sponsored by the Maseeh Mathematics and Statistics Colloquium
Series Fund and the Fariborz Maseeh Department of Mathematics &