19 citations · 46 across the 17 of their papers we have counts for
3 papers · 1 filter
Empirical Bayes Estimation with Side Information: A Nonparametric Integrative Tweedie Approach
Jiajun Luo, Trambak Banerjee, Gourab Mukherjee +1
We investigate the problem of compound estimation of normal means while accounting for the presence of side information. Leveraging the empirical Bayes framework, we develop a nonp…
Bootstrapped Edge Count Tests for Nonparametric Two-Sample Inference Under Heterogeneity
Trambak Banerjee, Bhaswar B. Bhattacharya, Gourab Mukherjee
Nonparametric two-sample testing is a classical problem in inferential statistics. While modern two-sample tests, such as the edge count test and its variants, can handle multivari…
Structured Dynamic Pricing: Optimal Regret in a Global Shrinkage Model
Rashmi Ranjan Bhuyan, Adel Javanmard, Sungchul Kim +4
We consider dynamic pricing strategies in a streamed longitudinal data set-up where the objective is to maximize, over time, the cumulative profit across a large number of customer…