Comment: Minimalist g-modeling

DOI10.1214/19-STS706MaRDI QIDQ2325628zbMATH OpenFDO

Authors Jiaying Gu, Roger Koenker

Publication date 27 September 2019

Published in Statistical Science (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ss/1563501634

zbMATH Keywords

convex optimizationmixture modelnonparametric maximum likelihood

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12) Density estimation (62G07)

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Cites work

• A conversation with Dennis Lindley
• A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
• Bayes Empirical Bayes
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules
• Deconvolving kernel density estimators
• Empirical Bayes deconvolution estimates
• General maximum likelihood empirical Bayes estimation of normal means
• Large-scale inference. Empirical Bayes methods for estimation, testing, and prediction
• Nonparametric Maximum Likelihood Estimation of a Mixing Distribution

Cited in

(4)

• Two modeling strategies for empirical Bayes estimation
• Invidious comparisons: ranking and selection as compound decisions
• A new perspective on denoising based on optimal transport
• Empirical Bayes when estimation precision predicts parameters

Describes a project that uses

Uses Software

• Rmosek
• Mosek
• dirichletprocess
• REBayes

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