Empirical Bayes estimation via data fission
Fuente:
arXiv
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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866929545056092160 |
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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 |