most citedExcess Mean Squared Error of Empirical Bayes Estimators

1 citations · 1 across the 5 of their papers we have counts for

collaborators

5 papers

stat.ME2026

Bayes Estimators with Performance Comparable to Empirical Bayes Estimators and Improved Local Robustness

Yue Ju, Ying Wang, Jiabao He +2

Bayes estimation has been extensively studied and widely used in statistics, decision theory, signal processing, machine learning, and system identification. Among its variants, em…

eess.SY2026

Fundamental Limitations of Data-Driven Control: A Statistical Decision Perspective

Jiabao He, Feiran Zhao, Yushan Li +3

Substantial research efforts have been devoted to the design of data-driven controllers; however, comparatively less is known about their statistical performance and fundamental li…

eess.SY2025

Range Space or Null Space: Least-Squares Methods for the Realization Problem

Jiabao He, Yueyue Xu, Yue Ju +2

This contribution revisits the classical approximate realization problem, which involves determining matrices of a state-space model based on estimates of a truncated series of Mar…

math.ST2025★ 1 cited

Excess Mean Squared Error of Empirical Bayes Estimators

Yue Ju, Bo Wahlberg, Håkan Hjalmarsson

Empirical Bayes estimators are based on minimizing the average risk with the hyper-parameters in the weighting function being estimated from observed data. The performance of an em…

stat.ML2025

Bayes and Biased Estimators Without Hyper-parameter Estimation: Comparable Performance to the Empirical-Bayes-Based Regularized Estimator

Yue Ju, Bo Wahlberg, Håkan Hjalmarsson

Regularized system identification has become a significant complement to more classical system identification. It has been numerically shown that kernel-based regularized estimator…