3 papers
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.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.ST2022
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…