Comment: Minimalist \(g\)-modeling

DOI10.1214/19-STS706zbMath1420.62027MaRDI QIDQ2325628

Jiaying Gu, Roger W. 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

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

Uses Software

• Mosek
• Rmosek
• REBayes
• dirichletprocess

Cites Work

• Unnamed Item
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• Bayes Empirical Bayes
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• Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules