Finite sample posterior concentration in high-dimensional regression

Mathematics

• Asymptotics 33%
• Bayesian 33%
• Bounds 100%
• Dimensional Problem 33%
• Forecasting 33%
• Gaussian 33%
• Heavy Tail 33%
• Neighbourhood 33%
• Number 33%
• Posterior Distribution 33%
• Posterior Sample 33%
• Probability Theory 66%
• Regression 33%
• Regression Coefficient 33%
• Samples 100%
• Vectors 33%

Economics, Econometrics and Finance

• Bayesian 33%
• Concentration 66%
• Linear Regression Model 66%
• Sample Size 66%