4 papers
Estimation of High-Dimensional Normal Means through Inferential Models
Samuel J. Eschker, Chuanhai Liu
The classical multivariate normal means problem remains conceptually unresolved. While shrinkage and empirical Bayes methods improve risk by imposing external geometric or hierarch…
Revisiting the Behrens-Fisher Problem: Validity-First Optimality
Xiao Wang, Chuanhai Liu
The Behrens--Fisher problem concerns inference on the difference of two normal means when both variances are unknown and unequal. It is a classical example in which nuisance parame…
Estimation of Over-parameterized Models from an Auto-Modeling Perspective
Yiran Jiang, Chuanhai Liu
From a model-building perspective, we propose a paradigm shift for fitting over-parameterized models. Philosophically, the mindset is to fit models to future observations rather th…
Partial Conditioning for Inference of Many-Normal-Means with Hölder Constraints
Jiasen Yang, Xiao Wang, Chuanhai Liu
Inferential models have been proposed for valid and efficient prior-free probabilistic inference. As it gradually gained popularity, this theory is subject to further developments…