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math.ST2026
The augmented van Trees inequality
Elliot H. Young
We introduce an augmented form of the van Trees inequality, that yields uniformly tighter lower bounds on the minimax squared Bayes risk of estimators compared with the classical v…
math.ST2024
ROSE Random Forests for Robust Semiparametric Efficient Estimation
Elliot H. Young, Rajen D. Shah
It is widely recognised that semiparametric efficient estimation can be hard to achieve in practice: estimators that are in theory efficient may require unattainable levels of accu…