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20122025
most citedExact minimax estimation of the predictive density in sparse Gaussian models

19 citations · 46 across the 17 of their papers we have counts for

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Showing 2019Show all

2 papers · 1 filter

math.ST2019★ 3 cited

A General Framework for Empirical Bayes Estimation in Discrete Linear Exponential Family

Trambak Banerjee, Qiang Liu, Gourab Mukherjee +1

We develop a Nonparametric Empirical Bayes (NEB) framework for compound estimation in the discrete linear exponential family, which includes a wide class of discrete distributions…

math.ST2019

Sparse Minimax Optimality of Bayes Predictive Density Estimates from Clustered Discrete Priors

Ujan Gangopadhyay, Gourab Mukherjee

We consider the problem of predictive density estimation under Kullback-Leibler loss in a high-dimensional Gaussian model with exact sparsity constraints on the location parameters…