3 papers
math.ST2026
Empirical Bayes linear regression in high dimensions: Method of moments and sub-linear sample complexity
Zhou Fan, Yandi Shen, Haoyu Wang +1
We study empirical Bayes estimation of the prior in high-dimensional linear regression , where the regression coefficients are d…
math.ST2026
Sharp regret-Hellinger bounds for Gaussian empirical Bayes via polynomial approximation
Jiafeng Chen, Yihong Wu
A central problem in the theory of empirical Bayes is to control the regret (excess risk) of a learned Bayes rule by the Hellinger distance between the estimated and true marginal…
math.ST2023
Gradient flows for empirical Bayes in high-dimensional linear models
Zhou Fan, Leying Guan, Yandi Shen +1
Empirical Bayes provides a powerful framework for learning and adapting to latent structure in data. In sequence models where an independent observation is associated to each laten…