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stat.ME2026
Is There an AI Bubble? Robust Date-Stamping for Periods of Exuberance
Abir Sarkar, Martin T. Wells
The recent surge in valuations among AI related firms has renewed concerns that markets may be entering a new phase of speculative exuberance, especially in the technology and semi…
stat.ME2026
Empirical Bayes Predictive Density Estimation under Covariate Shift in Large Imbalanced Linear Mixed Models
Abir Sarkar, Gourab Mukherjee, Keisuke Yano
We study empirical Bayes (EB) predictive density estimation in linear mixed models (LMMs) with large number of units, which induce a high dimensional random effects space. Focusing…