@article{JMLR:v20:18-321,
  author  = {Anindya Bhadra and Jyotishka Datta and Yunfan Li and Nicholas G. Polson and Brandon Willard},
  title   = {Prediction Risk for the Horseshoe Regression},
  journal = {Journal of Machine Learning Research},
  year    = {2019},
  volume  = {20},
  number  = {78},
  pages   = {1--39},
  url     = {http://jmlr.org/papers/v20/18-321.html}
}