Contributed Discussion to Uncertainty Quantification for the Horseshoe by St\'{e}phanie van der Pas, Botond Szab\'{o} and Aad van der Vaart

摘要

We begin by introducing the main ideas of the paper under discussion. Wediscuss some interesting issues regarding adaptive component-wise credibleintervals. We then briefly touch upon the concepts of self-similarity andexcessive bias restriction. This is then followed by some comments on theextensive simulation study carried out in the paper.