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
Smoothed NPMLEs in nonparametric Poisson mixtures and beyond Keunwoo Lim Fang Han OT 52 1 0 13 Jun 2024
On the best approximation by finite Gaussian mixtures Yun Ma Yihong Wu Pengkun Yang 93 1 0 13 Apr 2024
Optimal score estimation via empirical Bayes smoothing Andre Wibisono Yihong Wu Kaylee Yingxi Yang 90 27 0 12 Feb 2024
A Mean Field Approach to Empirical Bayes Estimation in High-dimensional Linear Regression Soumendu Sundar Mukherjee Bodhisattva Sen Subhabrata Sen 82 5 0 28 Sep 2023
Empirical Bayes via ERM and Rademacher complexities: the Poisson model Soham Jana Yury Polyanskiy Anzo Teh Yihong Wu 44 5 0 05 Jul 2023
Entropic characterization of optimal rates for learning Gaussian mixtures Zeyu Jia Yury Polyanskiy Yihong Wu 85 5 0 21 Jun 2023
Empirical Bayes estimation: When does $g$ -modeling beat $f$ -modeling in theory (and in practice)? Yandi Shen Yihong Wu 56 5 0 23 Nov 2022
Optimal empirical Bayes estimation for the Poisson model via minimum-distance methods Soham Jana Yury Polyanskiy Yihong Wu 32 9 0 03 Sep 2022
A nonparametric regression alternative to empirical Bayes approaches to simultaneous estimation Alton Barbehenn S. Zhao 39 3 0 30 Apr 2022
Minimax bounds for estimating multivariate Gaussian location mixtures Arlene K. H. Kim Adityanand Guntuboyina 57 9 0 01 Dec 2020