41 citations · 42 across the 6 of their papers we have counts for
4 papers · 1 filter
Robustifying Empirical Bayes
Roger Koenker, Jiaying Gu
Two strategies are explored for robustifying classical denoising procedures for the Gaussian sequence model. First, the Hodges and Lehmann (1952) restricted Bayes approach is used…
Empirical Bayes for the Reluctant Frequentist
Roger Koenker, Jiaying Gu
Empirical Bayes methods offer valuable tools for a large class of compound decision problems. In this tutorial we describe some basic principles of the empirical Bayes paradigm str…
Testing for Homogeneity in Mixture Models
Jiaying Gu, Roger Koenker, Stanislav Volgushev
Statistical models of unobserved heterogeneity are typically formalized as mixtures of simple parametric models and interest naturally focuses on testing for homogeneity versus gen…
Quasi-concave density estimation
Roger Koenker, Ivan Mizera
Maximum likelihood estimation of a log-concave probability density is formulated as a convex optimization problem and shown to have an equivalent dual formulation as a constrained…