3 papers
math.ST2026
Empirical Bayes Estimation and Inference via Smooth Nonparametric Maximum Likelihood
Taehyun Kim, Bodhisattva Sen
The empirical Bayes -modeling approach based on the nonparametric maximum likelihood estimator (NPMLE) has been central to large-scale estimation and inference in the normal mea…
math.ST2026
Poisson Empirical Bayes via Gamma-Smoothed Nonparametric Maximum Likelihood
Taehyun Kim
Empirical Bayes methods are widely used for large-scale estimation and inference in the Poisson means problem. Existing results establish theoretical properties of the nonparametri…
math.ST2025
Optimal Test-Data Piling in HDLSS Classification with Covariance Heterogeneity
Taehyun Kim, Jeongyoun Ahn, Sungkyu Jung
This work addresses a longstanding question in high-dimensional linear classification: Is perfect classification achievable in heterogeneous covariance structures? We focus on the…