3 citations · 3 across the 9 of their papers we have counts for
5 papers · 1 filter
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…
The Root Finding Problem Revisited: Beyond the Robbins-Monro procedure
Yue Yu, Moulinath Banerjee, Ya'acov Ritov
We introduce Sequential Probability Ratio Bisection (SPRB), a novel stochastic approximation algorithm that adapts to the local behavior of the (regression) function of interest ar…
A mixture of a normal distribution with random mean and variance -- Examples of inconsistency of maximum likelihood estimates
Ya'acov Ritov
We consider the estimation of the mixing distribution of a normal distribution where both the shift and scale are unobserved random variables. We argue that in general, the model i…
No need for an oracle: the nonparametric maximum likelihood decision in the compound decision problem is minimax
Ya'acov Ritov
We discuss the asymptotics of the nonparametric maximum likelihood estimator (NPMLE) in the normal mixture model. We then prove the convergence rate of the NPMLE decision in the em…
Asymptotic normality of a linear threshold estimator in fixed dimension with near-optimal rate
Debarghya Mukherjee, Moulinath Banerjee, Debasri Mukherjee +1
Linear thresholding models postulate that the conditional distribution of a response variable in terms of covariates differs on the two sides of a (typically unknown) hyperplane in…