E. Greenshtein

activity

20072026

most citedBest subset selection, persistence in high-dimensional statistical learning and optimization under

l_{1}

constraint

74 citations · 151 across the 14 of their papers we have counts for

collaborators

14 papers

math.ST2026

Empirical Bayes Estimation of the Mean of a Function of the Latent Variable with Applications to the Treatment of Nonresponse

Eitan Greenshtein, Ya'acov Ritov

We consider the estimation of linear functionals of the mixing distribution in a nonparametric empirical Bayes framework. Our main interest is in situations in which the mixing dis…

math.ST2025

Consistent Empirical Bayes Estimation of the Mean of a Mixing Distribution with Applications to Treatment of Nonresponse

Eitan Greenshtein

We consider a Nonparametric Empirical Bayes (NPEB) framework. Let $Y_{i}$ be random variables, $Y_{i} \sim f (y ∣ θ_{i})$ , $i = 1, ..., n$ , where $θ_{i} \sim G$ , and $θ_{i} \in Θ$ are independent.…

math.ST2024

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

Eitan Greenshtein

{\bf Abstract} Consider a Non-Parametric Empirical Bayes (NPEB) setup. We observe $Y_{i}, \sim f (y ∣ θ_{i})$ , $θ_{i} \in Θ$ independent, where $θ_{i} \sim G$ are independent $i = 1, ..., n$ . The…

math.ST2021

Generalized maximum likelihood estimation of the mean of parameters of mixtures, with applications to sampling

Eitan Greenshtein, Ya'acov Ritov

Let $f (y ∣ θ), θ \in Ω$ be a parametric family, $η (θ)$ a given function, and $G$ an unknown mixing distribution. It is desired to estimate $E_{G} (η (θ)) \equiv η_{G}$ based on independe…

math.ST2019

Generalized Maximum Likelihood Estimators and their applications to stratified sampling and post-stratification with many unobserved strata

Eitan Greenshtein, Ya'acov Ritov

Consider the problem of estimating a weighted average of the means of $n$ strata, based on a random sample with realized $K_{i}$ observations from stratum $i, i = 1, ..., n$ . This tas…

math.ST2014

Deconvolution, convex optimization, non-parametric empirical Bayes and treatment of non-response

Eitan Greenshtein, Theodor Itskov

Let $(Y_{i}, θ_{i})$ , $i = 1, ..., n$ , be independent random vectors distributed like $(Y, θ) \sim G^{*}$ , where the marginal distribution of $θ$ is completely unknown, and the conditional dis…