19. 参考
• Bhadra, A., Datta, J., Polson, N. G., & Willard,
B. (2017). The horseshoe+ estimator of ultra-
sparse signals. Bayesian Analysis.
• Piironen, J., & Vehtari, A. (2015). Projection
predictive variable selection using Stan+
R. arXiv preprint arXiv:1508.02502.
• Piironen, J., & Vehtari, A. (2016). On the
hyperprior choice for the global shrinkage
parameter in the horseshoe prior. arXiv preprint
arXiv:1610.05559.