Comment: Empirical Bayes, Compound Decisions and Exchangeability

被引：3

作者：

Greenshtein, Eitan ^{[1
]}

Ritov, Ya'acov ^{[2
,3
]}

机构：

[1] Israel Cent Bur Stat, Kanfei Nesharan 66, IL-9546456 Jerusalem, Israel

[2] Univ Michigan, Dept Stat, 1085 South Univ, Ann Arbor, MI 48109 USA

[3] Hebrew Univ Jerusalem, Federmann Ctr Study Rational, Edmund J Safra Campus, IL-91904 Jerusalem, Israel

来源：

STATISTICAL SCIENCE | 2019年 / 34卷 / 02期

关键词：

f-modeling; g-modeling; sparsity;

D O I：

10.1214/19-STS709

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We present some personal reflections on empirical Bayes/compound decision (EB/CD) theory following Efron (2019). In particular, we consider the role of exchangeability in the EB/CD theory and how it can be achieved when there are covariates. We also discuss the interpretation of EB/CD confidence interval, the theoretical efficiency of the CD procedure, and the impact of sparsity assumptions.

引用

页码：224 / 228

页数：5

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