Comment: Empirical Bayes, compound decisions and exchangeability

DOI10.1214/19-STS709zbMath1420.62025OpenAlexW2964045668MaRDI QIDQ2325631

Ya'acov Ritov, Eitan Greenshtein

Publication date: 27 September 2019

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ss/1563501637

zbMATH Keywords

empirical Bayessparsity\(f\)-modeling\(g\)-modeling

Mathematics Subject Classification ID

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

Related Items

Rejoinder: Confidence Intervals for Nonparametric Empirical Bayes Analysis, Inference and Estimation for Random Effects in High-Dimensional Linear Mixed Models

Cites Work

• Estimating the mean of high valued observations in high dimensions
• General maximum likelihood empirical Bayes estimation of normal means
• Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means
• Asymptotic efficiency of simple decisions for the compound decision problem
• Compound decision in the presence of proxies
• Group-Linear Empirical Bayes Estimates for a Heteroscedastic Normal Mean
• Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• The Poisson Compound Decision Problem Revisited
• Asymptotic Solutions of the Compound Decision Problem for Two Completely Specified Distributions