Compound decision theory and empirical bayes methods

No abstract is available for this paper.

• Publication year

  2003

• Venue

  Annals of Statistics

• Publication date

  2003-04-01

• Fields of study

  Mathematics

• Identifiers
  DOI 10.1214/AOS/1051027872
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• INADMISSIBILITY OF THE USUAL ESTIMATOR FOR THE MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION

  2005cited by this paper
• Nonparametric Curve Estimation

  2004cited by this paper
• The Elements of Statistical Learning: Data Mining, Inference, and Prediction

  2004cited by this paper
• Mathematical aspects of estimating two treatment effects and a common variance in an assured allocation design

  2002cited by this paper
• Robbins, Empirical Bayes, And Microarrays

  2001cited by this paper
• Empirical Bayes Analysis of a Microarray Experiment

  2001cited by this paper
• Microarrays empirical Bayes methods, and false discovery rates

  2001cited by this paper
• Efficiency of the u,v method of estimation.

  2000cited by this paper
• Calibration and empirical Bayes variable selection

  2000cited by this paper
• Risk bounds for model selection via penalization

  1999cited by this paper
• Learning in Pattern Recognition

  1999cited by this paper
• Local Polynomial Modeling and Its Applications

  1998cited by this paper
• EMPIRICAL BAYES AND COMPOUND ESTIMATION OF NORMAL MEANS

  1997cited by this paper
• BAYES AND EMPIRICAL BAYES METHODS FOR DATA ANALYSIS

  1996cited by this paper
• Empirical Bayes Methods for Combining Likelihoods

  1996cited by this paper
• Universal Portfolios

  1996cited by this paper
• Clinical and prophylactic trials with assured new treatment for those at greater risk: I. A design proposal.

  1996cited by this paper
• Construction, validation and updating of a prognostic model for kidney graft survival.

  1995cited by this paper
• On Estimating Mixing Densities in Discrete Exponential Family Models

  1995cited by this paper
• Adapting to Unknown Smoothness via Wavelet Shrinkage

  1995cited by this paper
• Controlling the false discovery rate: a practical and powerful approach to multiple testing

  1995cited by this paper
• The Use of Polynomial Splines and Their Tensor Products in Multivariate Function Estimation

  1994cited by this paper
• Statistical Decision Theory and Bayesian Analysis, Second Edition

  1993cited by this paper
• Combining census, dual-system, and evaluation study data to estimate population shares.

  1993cited by this paper
• Convergence rates for empirical Bayes two-action problems: the uniform U(0,θ) distribution

  1992cited by this paper
• Estimation with Quadratic Loss

  1992cited by this paper
• Asymptotic Optimality of Bayes Compound Estimators in Compact Exponential Families

  1991cited by this paper
• Estimating a multiplicative treatment effect under biased allocation

  1991cited by this paper
• On the Optimal Rates of Convergence for Nonparametric Deconvolution Problems

  1991cited by this paper
• Spline Models for Observational Data

  1990cited by this paper
• Fourier Methods for Estimating Mixing Densities and Distributions

  1990cited by this paper
• Estimating the superiority of a drug to a placebo when all and only those patients at risk are treated with the drug.

  1989cited by this paper
• The U,V Method of Estimation

  1988cited by this paper
• Estimating a treatment effect under biased sampling.

  1988cited by this paper
• Optimal Rates of Convergence for Deconvolving a Density

  1988cited by this paper
• On estimating the total probability of the unobserved outcomes of an experiment

  1986cited by this paper
• Minimax Multiple Shrinkage Estimation

  1986cited by this paper
• Linear empirical Bayes estimation of means and variances.

  1985cited by this paper
• Some Thoughts on Empirical Bayes Estimation

  1983cited by this paper
• Parametric Empirical Bayes Inference: Theory and Applications

  1983influential reference
• The Geometry of Mixture Likelihoods: A General Theory

  1983cited by this paper
• Estimating Many Variances

  1982cited by this paper
• Identifiability of mixtures

  1982cited by this paper
• Statistical estimation : asymptotic theory

  1981cited by this paper
• Estimation and prediction for mixtures of the exponential distribution.

  1980cited by this paper
• Using Empirical Bayes Techniques in the Law School Validity Studies

  1980cited by this paper
• A Robust Generalized Bayes Estimator and Confidence Region for a Multivariate Normal Mean

  1980cited by this paper
• An empirical Bayes estimation problem.

  1980cited by this paper
• Empirical Bayes Estimation in Lebesgue-Exponential Families with Rates Near the best Possible Rate

  1979influential reference
• Empirical Bayes Estimation of a Distribution (Survival) Function from Right Censored Observations

  1978cited by this paper
• Admissible Solutions of Finite State Sequence Compound Decision Problems

  1978cited by this paper
• Prediction and estimation for the compound Poisson distribution.

  1977cited by this paper
• Monotonizing empirical Bayes estimators for a class of of discrete distributions with monotone likelihood ratio

  1977cited by this paper
• Stein's Paradox in Statistics

  1977cited by this paper
• On the Empirical Bayes Approach to Multiple Decision Problems

  1977cited by this paper
• Asymptotic Solutions to the Two State Component Compound Decision Problem, Bayes Versus Diffuse Priors on Proportions

  1976cited by this paper
• Some Empirical Bayes Results in the Case of Component Problems with Varying Sample Sizes for Discrete Exponential Families

  1976cited by this paper
• Maximum Likelihood Estimation of a Compound Poisson Process

  1976cited by this paper
• Empirical Bayes Methods Applied to Estimating Fire Alarm Probabilities

  1974cited by this paper
• Rate of Convergence in the Sequence-Compound Squared-Distance Loss Estimation Problem for a Family of $m$-Variate Normal Distributions

  1974cited by this paper
• AN EMPIRICAL BAYES APPROACH TO MULTIPLE LINEAR REGRESSION

  1973cited by this paper
• Stein's Estimation Rule and Its Competitors- An Empirical Bayes Approach

  1973cited by this paper
• Some Admissible Empirical Bayes Procedures

  1972cited by this paper
• Limiting the Risk of Bayes and Empirical Bayes Estimators—Part II: The Empirical Bayes Case

  1972cited by this paper
• Approximation to Bayes Risk in Compound Decision Problems

  1972cited by this paper
• Empirical Bayes on vector observations: An extension of Stein's method

  1972cited by this paper
• Empirical Bayes methods and the repeated use of a standard

  1972cited by this paper
• Convergence Rates for Empirical Bayes Two-Action Problems II. Continuous Case

  1972cited by this paper
• Limiting the Risk of Bayes and Empirical Bayes Estimators—Part I: The Bayes Case

  1971cited by this paper
• Convergence Rates for Empirical Bayes Two-Action Problems I. Discrete Case

  1971cited by this paper
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean

  1971cited by this paper
• Estimating the Empiric Distribution Function of Certain Parameter Sequences

  1970cited by this paper
• On an Extended Compound Decision Problem

  1969cited by this paper
• Empirical Bayes estimators in a multiple linear regression model

  1969cited by this paper
• Construction of Sequences Estimating the Mixing Distribution

  1968cited by this paper
• On the Identifiability of Finite Mixtures

  1968cited by this paper
• Sequential Compound Estimation

  1968cited by this paper
• The empirical Bayes approach: estimating the prior distribution.

  1967cited by this paper
• Stringent Solutions to Statistical Decision Problems

  1967cited by this paper
• Repetitive Play in Finite Statistical Games with Unknown Distributions

  1966cited by this paper
• On the Admissibility of Invariant Estimators of One or More Location Parameters

  1966cited by this paper
• On the Estimation of a Multivariate Location Parameter with Squared Error Loss

  1965cited by this paper
• Sequential Compound Estimators

  1965cited by this paper
• Rate of Convergence in the Compound Decision Problem for Two Completely Specified Distributions

  1965cited by this paper
• Convergence of the Losses of Certain Decision Rules for the Sequential Compound Decision Problem

  1964cited by this paper
• The Empirical Bayes Approach to Statistical Decision Problems

  1964cited by this paper
• Asymptotic Solutions of the Sequential Compound Decision Problem

  1963cited by this paper
• An Empirical Bayes Approach to the Testing of Certain Parametric Hypotheses

  1963cited by this paper
• The Empirical Bayes Approach to Testing Statistical Hypotheses

  1963cited by this paper
• Two Breakthroughs in the Theory of Statistical Decision Making

  1962cited by this paper
• TESTING STATISTICAL HYPOTHESES. THE COMPOUND APPROACH

  1961cited by this paper
• SOME NUMERICAL RESULTS ON A COMPOUND DECISION PROBLEM

  1961cited by this paper
• 4. APPROXIMATION TO RAYES RISK IN REPEATED PLAY

  1958cited by this paper
• Non-Parametric Empirical Bayes Procedures

  1957cited by this paper
• An Empirical Bayes Approach to Statistics

  1956cited by this paper
• CONSISTENCY OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE PRESENCE OF INFINITELY MANY INCIDENTAL PARAMETERS

  1956cited by this paper
• Asymptotic Solutions of the Compound Decision Problem for Two Completely Specified Distributions

  1955cited by this paper
• THE POPULATION FREQUENCIES OF SPECIES AND THE ESTIMATION OF POPULATION PARAMETERS

  1953cited by this paper

• Poisson empirical Bayes estimation: When does g-modeling beat f-modeling in theory (and in practice)?

  2026cites this paper
• Dualizing Le Cam’s method for functional estimation I: General theory

  2026cites this paper
• Compound decisions and empirical Bayes via Bayesian nonparametrics

  2026cites this paper
• TAN-FGBMLE: Tree-Augmented Naive Bayes Structure Learning Based on Fast Generative Bootstrap Maximum Likelihood Estimation for Continuous-Variable Classification

  2025cites this paper
• Polynomial Log-Marginals and Tweedie's Formula : When Is Bayes Possible?

  2025cites this paper
• Sharp mean-field analysis of permutation mixtures and permutation-invariant decisions

  2025cites this paper
• A frequentist local false discovery rate

  2025cites this paper
• Empirical partially Bayes multiple testing and compound χ2 decisions

  2025cites this paper
• Asymptotic and compound e-values: multiple testing and empirical Bayes

  2024cites this paper
• Consistent Empirical Bayes estimation of the mean of a mixing distribution without identifiability assumption. With applications to treatment of non-response

  2024cites this paper
• Fast Bootstrapping Nonparametric Maximum Likelihood for Latent Mixture Models

  2024cites this paper
• Variance estimation in compound decision theory under boundedness

  2024cites this paper
• Empirical Bayes Fairness in Linear Regression

  2024cites this paper
• Quasi-Bayes empirical Bayes: a sequential approach to the Poisson compound decision problem

  2024cites this paper
• An Empirical Bayes Jackknife Regression Framework for Covariance Matrix Estimation

  2024cites this paper
• Data‐informed uncertainty quantification for laser‐based powder bed fusion additive manufacturing

  2023cites this paper
• No Need for an Oracle: The Nonparametric Maximum Likelihood Decision in the Compound Decision Problem Is Minimax

  2023cites this paper
• Empirical Bayes via ERM and Rademacher complexities: the Poisson model

  2023cites this paper
• Distributional Robustness and Transfer Learning Through Empirical Bayes

  2023cites this paper
• A Mean Field Approach to Empirical Bayes Estimation in High-dimensional Linear Regression

  2023cites this paper
• Empirical Bayes estimation: When does $g$-modeling beat $f$-modeling in theory (and in practice)?

  2022cites this paper
• An intelligent system for assisting personalized COVID-19 vaccination location selection: Taiwan as an example

  2022cites this paper
• Poisson mean vector estimation with nonparametric maximum likelihood estimation and application to protein domain data

  2022cites this paper
• A nonparametric regression alternative to empirical Bayes approaches to simultaneous estimation

  2022cites this paper
• Optimal empirical Bayes estimation for the Poisson model via minimum-distance methods

  2022influential citation
• Response of Growth, Yield and Essential Oil of Geranium Plants to Surface Irrigation and Humic Acid Treatments

  2021cites this paper
• Sharp regret bounds for empirical Bayes and compound decision problems

  2021cites this paper
• Item Response Theory—A Statistical Framework for Educational and Psychological Measurement

  2021cites this paper
• Improved Shrinkage Prediction under a Spiked Covariance Structure

  2021cites this paper
• Optimal Shrinkage Estimation of Predictive Densities Under α-Divergences

  2021cites this paper
• A Regression Modeling Approach to Structured Shrinkage Estimation

  2021cites this paper
• Linear shrinkage for predicting responses in large-scale multivariate linear regression

  2021cites this paper
• Dualizing Le Cam’s method for functional estimation, with applications to estimating the unseens

  2021cites this paper
• A nonparametric empirical Bayes approach to large-scale multivariate regression

  2021cites this paper
• Item Pool Quality Control in Educational Testing: Change Point Model, Compound Risk, and Sequential Detection

  2021cites this paper
• Stochastic Approximation: From Statistical Origin to Big-Data, Multidisciplinary Applications

  2021cites this paper
• iFusion: Individualized Fusion Learning

  2020cites this paper
• A nonparametric empirical Bayes approach to covariance matrix estimation

  2020cites this paper
• An Empirical Bayes Approach to Partially Labeled and Shuffled Data Sets

  2020cites this paper
• Optimal estimation of bacterial growth rates based on a permuted monotone matrix

  2020cites this paper
• A/B Testing with Fat Tails

  2020cites this paper
• Computation for Latent Variable Model Estimation: A Unified Stochastic Proximal Framework

  2020cites this paper
• A compound decision approach to covariance matrix estimation

  2020cites this paper
• Wavelet Thresholding in Fixed Design Regression for Gaussian Random Fields

  2019cites this paper
• Optimal and Adaptive Estimation of Extreme Values in the Permuted Monotone Matrix Model

  2019cites this paper
• Choosing among Regularized Estimators in Empirical Economics: The Risk of Machine Learning

  2019cites this paper
• Detection of two-way outliers in multivariate data and application to cheating detection in educational tests

  2019cites this paper
• Cramér type moderate deviations for random fields

  2019cites this paper
• Simultaneous estimation of normal means with side information

  2019influential citation
• Compound Probabilistic Context-Free Grammars for Grammar Induction

  2019cites this paper
• Nonparametric empirical Bayesian framework for fluorescence-lifetime imaging microscopy.

  2019cites this paper
• Statistical Analysis of Item Preknowledge in Educational Tests: Latent Variable Modelling and Statistical Decision Theory

  2019cites this paper
• Bayes, Oracle Bayes and Empirical Bayes

  2019cites this paper
• Nonparametric Shrinkage Estimation in High Dimensional Generalized Linear Models via Polya Trees

  2019cites this paper
• Compound Sequential Change Point Detection in Multiple Data Streams

  2019cites this paper
• New and Evolving Roles of Shrinkage in Large-Scale Prediction and Inference

  2019cites this paper
• How to Use Economic Theory to Improve Estimators: Shrinking Toward Theoretical Restrictions

  2019cites this paper
• Small-Data, Large-Scale Linear Optimization

  2018cites this paper
• Approximate nonparametric maximum likelihood for mixture models: A convex optimization approach to fitting arbitrary multivariate mixing distributions

  2018cites this paper
• Optimal Stopping and Worker Selection in Crowdsourcing: an Adaptive Sequential Probability Ratio Test Framework

  2017cites this paper
• The risk of machine learning

  2017cites this paper
• On a Problem of Robbins

  2016cites this paper
• Nonparametric empirical Bayes improvement of common shrinkage estimators

  2016cites this paper
• High-dimensional classification via nonparametric empirical Bayes and maximum likelihood inference

  2016cites this paper
• Integrative genetic risk prediction using non‐parametric empirical Bayes classification

  2016cites this paper
• Nonparametric regression on random fields with random design using wavelet method

  2016cites this paper
• Empirical Bayes prediction for the multivariate newsvendor loss function

  2015cites this paper
• Efficient Empirical Bayes prediction under check loss using Asymptotic Risk Estimates

  2015cites this paper
• Group-Linear Empirical Bayes Estimates for a Heteroscedastic Normal Mean

  2015cites this paper
• Empirical Bayes estimation in cross-classified Gaussian models with unbalanced design

  2015influential citation
• Inference on High-Dimensional Sparse Count Data

  2015cites this paper
• Nonparametric empirical Bayes and maximum likelihood estimation for high-dimensional data analysis

  2014cites this paper
• Empirical Bayes improvement of Kalman filter type of estimators

  2014cites this paper
• Meta-Analysis With Fixed, Unknown, Study-Specific Parameters

  2014cites this paper
• A nonparametric empirical Bayes approach to adaptive minimax estimation

  2013cites this paper
• On rate-optimal nonparametric wavelet regression with long memory moving average errors

  2013cites this paper
• Adaptive Threshold Estimation by FDR

  2013cites this paper
• COMPOUND DECISION IN THE PRESENCE OF PROXIES

  2013cites this paper
• EMPIRICAL BAYES IN THE PRESENCE OF EXPLANATORY VARIABLES

  2012cites this paper
• Development of a quantitative safety risk assessment model for rail safety management system : its application towards assessing and prioritising safety risks at interfaces of railway and highway

  2012cites this paper
• Reflections on the 2006 IEEE Joint Communications/ Information Theory Paper Award

  2011cites this paper
• Bayesian Perspectives on Sparse Empirical B a y e sA n a l y s i s( S E B A )

  2011cites this paper
• Bayesian Perspectives on Sparse Empirical Bayes Analysis (SEBA)

  2011cites this paper
• Compound decision in the presence of proxies with an application to spatio-temporal data.

  2010cites this paper
• The Poisson Compound Decision Problem Revisited

  2010cites this paper
• Bayesian Perspectives on Sparse Empirical Bayes Analysis ( SEBA )

  2010cites this paper
• A Note on Block-Thresholded Wavelet Estimators with Correlated Noise

  2010cites this paper
• A Conversation with James Hannan

  2010cites this paper
• Empirical Bayes in-season prediction of baseball batting averages

  2010cites this paper
• Guided random walk through some high dimensional problems

  2010cites this paper
• NONPARAMETRIC EMPIRICAL BAYES AND COMPOUND DECISION APPROACHES TO ESTIMATION OF A HIGH-DIMENSIONAL VECTOR OF NORMAL MEANS

  2009influential citation
• Application of Non Parametric Empirical Bayes Estimation to High Dimensional Classification

  2009cites this paper
• GENERALIZED MAXIMUM LIKELIHOOD ESTIMATION OF NORMAL MIXTURE DENSITIES

  2009influential citation
• Topics in high-dimensional inference

  2009cites this paper
• General maximum likelihood empirical Bayes estimation of normal means

  2009cites this paper
• Sparse Empirical Bayes Analysis (SEBA)

  2009cites this paper
• Optimal testing for additivity in multiple nonparametric regression

  2009cites this paper
• Asymptotic e-ciency of simple decisions for the compound decision problem ⁄

  2008cites this paper
• Universal Filtering Via Prediction

  2007cites this paper
• Reflections on the DUDE

  2007cites this paper