No need for an oracle: the nonparametric maximum likelihood decision in the compound decision problem is minimax
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Publication:6649136
Cites work
- scientific article; zbMATH DE number 3124366 (Why is no real title available?)
- scientific article; zbMATH DE number 490141 (Why is no real title available?)
- scientific article; zbMATH DE number 3096281 (Why is no real title available?)
- Asymptotic efficiency of simple decisions for the compound decision problem
- Bayes, oracle Bayes and empirical Bayes
- Comment: Empirical Bayes, compound decisions and exchangeability
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- Mixtures of exponential distributions
- Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means
- On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising
- On the optimal rates of convergence for nonparametric deconvolution problems
- Optimal Rates of Convergence for Deconvolving a Density
- Renormalization exponents and optimal pointwise rates of convergence
- Smoothing splines: Regression, derivatives and deconvolution
- Tweedie’s Formula and Selection Bias
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