Sharp regret bounds for empirical Bayes and compound decision problems

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Sharp regret bounds for empirical Bayes and compound decision problems

8 September 2021

Yury Polyanskiy

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Papers citing "Sharp regret bounds for empirical Bayes and compound decision problems"

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Title
On the best approximation by finite Gaussian mixtures Yun Ma Yihong Wu Pengkun Yang 66 1 0 13 Apr 2024
Minimax bounds for estimating multivariate Gaussian location mixtures Arlene K. H. Kim Adityanand Guntuboyina 50 9 0 01 Dec 2020
Minimax bounds for estimation of normal mixtures Arlene K. H. Kim 79 19 0 20 Dec 2011
The Poisson Compound Decision Problem Revisited L. Brown E. Greenshtein Yaácov Ritov 85 45 0 23 Jun 2010
Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means L. Brown E. Greenshtein 132 155 0 12 Aug 2009
General maximum likelihood empirical Bayes estimation of normal means Wenhua Jiang Cun-Hui Zhang 345 216 0 12 Aug 2009
Asymptotic efficiency of simple decisions for the compound decision problem E. Greenshtein Yaácov Ritov 122 26 0 10 Feb 2008