490 citations · 2.3k across the 62 of their papers we have counts for
11 papers · 1 filter
Statistical minimax theorems via nonstandard analysis
Haosui Duanmu, Daniel M. Roy, David Schrittesser
For statistical decision problems with finite parameter space, it is well-known that the upper value (minimax value) agrees with the lower value (maximin value). Only under a gener…
Admissibility is Bayes optimality with infinitesimals
Haosui Duanmu, Daniel M. Roy, David Schrittesser
We give an exact characterization of admissibility in statistical decision problems in terms of Bayes optimality in a so-called nonstandard extension of the original decision probl…
Minimax Rates for Conditional Density Estimation via Empirical Entropy
Blair Bilodeau, Dylan J. Foster, Daniel M. Roy
We consider the task of estimating a conditional density using i.i.d. samples from a joint distribution, which is a fundamental problem with applications in both classification and…
Existence of matching priors on compact spaces
Haosui Duanmu, Daniel M. Roy, Aaron Smith
A matching prior at level is a prior such that an associated credible set is also a confidence set. We study the existence of matching priors for general families…
Bootstrap estimators for the tail-index and for the count statistics of graphex processes
Zacharie Naulet, Daniel M. Roy, Ekansh Sharma +1
Graphex processes resolve some pathologies in traditional random graph models, notably, providing models that are both projective and allow sparsity. Most of the literature on grap…
On Extended Admissible Procedures and their Nonstandard Bayes Risk
Haosui Duanmu, Daniel M. Roy
For finite parameter spaces under finite loss, every Bayes procedure derived from a prior with full support is admissible, and every admissible procedure is Bayes. This relationshi…