Empirical Bayes estimation via data fission

Fuente: arXiv
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Main Authors: Ignatiadis, Nikolaos, Sun, Dennis L.
Format: Preprint
Published: 2024
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author Ignatiadis, Nikolaos
Sun, Dennis L.
author_facet Ignatiadis, Nikolaos
Sun, Dennis L.
contents We demonstrate how data fission, a method for creating synthetic replicates from single observations, can be applied to empirical Bayes estimation. This extends recent work on empirical Bayes with multiple replicates to the classical single-replicate setting. The key insight is that after data fission, empirical Bayes estimation can be cast as a general regression problem.
format Preprint
id arxiv_https___arxiv_org_abs_2410_12117
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Empirical Bayes estimation via data fission
Ignatiadis, Nikolaos
Sun, Dennis L.
Methodology
We demonstrate how data fission, a method for creating synthetic replicates from single observations, can be applied to empirical Bayes estimation. This extends recent work on empirical Bayes with multiple replicates to the classical single-replicate setting. The key insight is that after data fission, empirical Bayes estimation can be cast as a general regression problem.
title Empirical Bayes estimation via data fission
topic Methodology
url https://arxiv.org/abs/2410.12117