Bayes, oracle Bayes and empirical Bayes
From MaRDI portal
Publication:2325626
DOI10.1214/18-STS674zbMath1420.62023OpenAlexW2964344918WikidataQ127486336 ScholiaQ127486336MaRDI QIDQ2325626
Publication date: 27 September 2019
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ss/1563501631
Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12)
Related Items
Confidence Intervals for Nonparametric Empirical Bayes Analysis, A General Framework for Empirical Bayes Estimation in Discrete Linear Exponential Family, Compound Sequential Change-point Detection in Parallel Data Streams, A Compound Decision Approach to Covariance Matrix Estimation, Inference and Estimation for Random Effects in High-Dimensional Linear Mixed Models, Double Empirical Bayes Testing, Simultaneous estimation of normal means with side information, Comment: Variational autoencoders as empirical Bayes, Mapping interstellar dust with Gaussian processes
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Two modeling strategies for empirical Bayes estimation
- Compound decision theory and empirical Bayes methods
- 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
- Empirical Bayes deconvolution estimates
- Empirical Bayes Methods for Combining Likelihoods
- Computer Age Statistical Inference
- Tweedie’s Formula and Selection Bias
- THE NUMBER OF NEW SPECIES, AND THE INCREASE IN POPULATION COVERAGE, WHEN A SAMPLE IS INCREASED
- Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
- Empirical Bayes Confidence Intervals Based on Bootstrap Samples
- Bayes Empirical Bayes
- Nonparametric Maximum Likelihood Estimation of a Mixing Distribution
- Parametric Empirical Bayes Inference: Theory and Applications
- Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules
- Limiting the Risk of Bayes and Empirical Bayes Estimators--Part II: The Empirical Bayes Case
- On a Problem of Robbins