4 papers
Compound Selection Decisions: An Almost SURE Approach
Jiafeng Chen, Lihua Lei, Timothy Sudijono +2
This paper proposes methods for producing compound selection decisions in a Gaussian sequence model. Given unknown, fixed parameters and known with observati…
Normal approximations in nonparametric empirical Bayes
Jiafeng Chen, Nabarun Deb, Nikolaos Ignatiadis
Empirical Bayes analyses routinely model noisy measurements of latent parameters as normal, justifying this by an informal appeal to the central limit theorem (CLT). This paper put…
Sharp regret-Hellinger bounds for Gaussian empirical Bayes via polynomial approximation
Jiafeng Chen, Yihong Wu
A central problem in the theory of empirical Bayes is to control the regret (excess risk) of a learned Bayes rule by the Hellinger distance between the estimated and true marginal…
Nonparametric Identification of Demand without Exogenous Product Characteristics
Kirill Borusyak, Jiafeng Chen, Peter Hull +1
We study identification of differentiated product demand from market-level data when product characteristics can be endogenous. Past work suggests nonparametric identification may…