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Squared error comparison over 100 replicates. Average squared error for the posterior median reported for BL (Bayesian Lasso), HS (horseshoe) and DL (Dirichlet–Laplace) with a = 1/n and a = 1/2 respectively.
| n | 1000 | |||||
|---|---|---|---|---|---|---|
| A | 2 | 3 | 4 | 5 | 6 | 7 |
| BL | 299.30 | 385.68 | 424.09 | 450.20 | 474.28 | 493.03 |
| HS | 306.94 | 353.79 | 270.90 | 205.43 | 182.99 | 168.83 |
| DL1/n | 368.45 | 679.17 | 671.34 | 374.01 | 213.66 | 160.14 |
| DL1/2 | 267.83 | 315.70 | 266.80 | 213.23 | 192.98 | 177.20 |
