Prediction Risk for the Horseshoe Regression. - Anindya Bhadra; Jyotishka Datta; Yunfan Li 005; Nicholas G. Polson; Brandon T. Willard (J. Mach. Learn. Res., 2019)

A Study of the Prediction Performance and Multivariate Extensions of the Horseshoe Estimator - Yunfan Li 005 (2019)

Joint mean-covariance estimation via the horseshoe. - Yunfan Li 005; Jyotishka Datta; Bruce A. Craig; Anindya Bhadra (J. Multivar. Anal., 2021)