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math.ST2026
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…
math.ST2026
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…