Contributed Discussion to Uncertainty Quantification for the Horseshoe by Stéphanie van der Pas, Botond Szabó and Aad van der Vaart
  We begin by introducing the main ideas of the paper under discussion. We
discuss some interesting issues regarding adaptive component-wise credible
intervals. We then briefly touch upon the concepts of self-similarity and
excessive bias restriction. This is then followed by some comments on the
extensive simulation study carried out in the paper.
