Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules
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- Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
- Convex Analysis
- Econometric duration analysis
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- General maximum likelihood empirical Bayes estimation of normal means
- Integrals which are convex functionals. II
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- Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means
- Nonparametric estimation of multivariate convex-transformed densities
- Nonparametric hierarchical Bayes via sequential imputations
- Quasi-concave density estimation
- Simple and Globally Convergent Methods for Accelerating the Convergence of Any EM Algorithm
- SPADES and mixture models
- Spectral analysis for discrete longitudinal data
- The geometry of mixture likelihoods: A general theory
- The Support Reduction Algorithm for Computing Non‐Parametric Function Estimates in Mixture Models
- Tweedie’s Formula and Selection Bias
Cited in
(86)- A deconvolution path for mixtures
- Convergence of an iterative algorithm to the nonparametric MLE of a mixing distribution
- Simultaneous estimation based on empirical likelihood and general maximum likelihood estimation
- Approximate nonparametric maximum likelihood for mixture models: a convex optimization approach to fitting arbitrary multivariate mixing distributions
- Editorial: Special issue on ``Nonparametric inference under shape constraints
- Estimating variances in time series kriging using convex optimization and empirical BLUPs
- Quantile regression feature selection and estimation with grouped variables using Huber approximation
- Scalable estimation and inference for censored quantile regression process
- Generalized maximum likelihood estimation of the mean of parameters of mixtures. With applications to sampling and to observational studies
- Poisson mean vector estimation with nonparametric maximum likelihood estimation and application to protein domain data
- Integrated quantile rank test (iQRAT) for gene-level associations
- On general maximum likelihood empirical Bayes estimation of heteroscedastic IID normal means
- Statistical theory powering data science
- On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising
- Optimal estimation of Gaussian mixtures via denoised method of moments
- Nonparametric empirical Bayes improvement of shrinkage estimators with applications to time series
- Bayes, oracle Bayes and empirical Bayes
- Comment: Minimalist \(g\)-modeling
- Comment: ``Bayes, oracle Bayes and empirical Bayes
- Comment: Empirical Bayes interval estimation
- Comment: Empirical Bayes, compound decisions and exchangeability
- Rejoinder: ``Bayes, oracle Bayes, and empirical Bayes
- Penalized expectile regression: an alternative to penalized quantile regression
- Adaptation in multivariate log-concave density estimation
- Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance
- Approximation and estimation of s-concave densities via Rényi divergences
- A simple nonparametric approach to estimating the distribution of random coefficients in structural models
- TESTING FOR HOMOGENEITY IN MIXTURE MODELS
- Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector
- The horseshoe estimator: posterior concentration around nearly black vectors
- SURE estimates for high dimensional classification
- Optimal stopping and worker selection in crowdsourcing: an adaptive sequential probability ratio test framework
- A general framework for empirical Bayes estimation in discrete linear exponential family
- Flexible signal denoising via flexible empirical Bayes shrinkage
- Empirical Bayes matrix factorization
- Efficient empirical Bayes estimates for risk parameters of Pareto distributions
- Copula density estimation by finite mixture of parametric copula densities
- Regularized boxplot via convex clustering
- scientific article; zbMATH DE number 7300702 (Why is no real title available?)
- Simultaneous estimation of normal means with side information
- Improved shrinkage prediction under a spiked covariance structure
- Frailty, Profile Likelihood, and Medfly Mortality
- An efficient two step algorithm for high dimensional change point regression models without grid search
- Integrative genetic risk prediction using non-parametric empirical Bayes classification
- Confidence Intervals for Nonparametric Empirical Bayes Analysis
- Rejoinder: Confidence Intervals for Nonparametric Empirical Bayes Analysis
- Nonparametric Maximum Likelihood Methods for Binary Response Models With Random Coefficients
- Active-set algorithm-based statistical inference for shape-restricted generalized additive Cox regression models
- Optimal estimation of high-dimensional Gaussian location mixtures
- A Compound Decision Approach to Covariance Matrix Estimation
- On a Problem of Robbins
- Fisher-Pitman Permutation Tests Based on Nonparametric Poisson Mixtures with Application to Single Cell Genomics
- A Particle Method for Solving Fredholm Equations of the First Kind
- Empirical Bayes Mean Estimation With Nonparametric Errors Via Order Statistic Regression on Replicated Data
- On global-local shrinkage priors for count data
- Robust empirical Bayes confidence intervals
- Invidious comparisons: ranking and selection as compound decisions
- A Gaussian compound decision bakeoff
- Consistency of the generalized likelihood ratio test for heteroscedastic normal mixtures
- Unobserved Heterogeneity in Income Dynamics: An Empirical Bayes Perspective
- Nonparametric empirical Bayes biomarker imputation and estimation
- Posterior Average Effects
- A locally adaptive shrinkage approach to false selection rate control in high-dimensional classification
- Learning Gaussian mixtures using the Wasserstein-Fisher-Rao gradient flow
- No need for an oracle: the nonparametric maximum likelihood decision in the compound decision problem is minimax
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- Optimal empirical Bayes estimation for the Poisson model via minimum-distance methods
- Multivariate, heteroscedastic empirical Bayes via nonparametric maximum likelihood
- Large-scale multiple testing of composite null hypotheses under heteroskedasticity
- Nonparametric empirical Bayes prediction in mixed models
- Feature-splitting algorithms for ultrahigh dimensional quantile regression
- Adaptively robust small area estimation: balancing robustness and efficiency of empirical Bayes confidence intervals
- Empirical Bayes Estimation via Data Fission
- A new perspective on denoising based on optimal transport
- Empirical partially Bayes multiple testing and compound ^2 decisions
- Sparse recovery with multiple data streams: an adaptive sequential testing approach
- The welfare content of the inclusive value in logit models: taste, entropy, and preference heterogeneity
- Empirical Bayes when estimation precision predicts parameters
- Empirical Bayes fairness in linear regression
- A Bayesian bootstrap for mixture models
- Powerful spatial multiple testing via borrowing neighboring information
- Testing for underpowered literatures
- Non-parametric binary regression in metric spaces with logarithmic loss
- pvEBayes
- A nonparametric empirical Bayes approach to large-scale multivariate regression
- A Fast Algorithm for Maximum Likelihood Estimation of Mixture Proportions Using Sequential Quadratic Programming
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