Feng Liang

activity

20062021

most citedImproved minimax predictive densities under Kullback--Leibler loss

95 citations · 196 across the 14 of their papers we have counts for

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2 papers · 1 filter

math.ST2010★ 9 cited

Asymptotic minimax risk of predictive density estimation for non-parametric regression

Xinyi Xu, Feng Liang

We consider the problem of estimating the predictive density of future observations from a non-parametric regression model. The density estimators are evaluated under Kullback--Lei…

math.ST2006★ 95 cited

Improved minimax predictive densities under Kullback--Leibler loss

Edward I. George, Feng Liang, Xinyi Xu

Let $X ∣ μ \sim N_{p} (μ, v_{x} I)$ and $Y ∣ μ \sim N_{p} (μ, v_{y} I)$ be independent p-dimensional multivariate normal vectors with common unknown mean $μ$ . Based on only observing $X = x$ , we consi…