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math.ST2023★ 1 cited
Empirical Bayes via ERM and Rademacher complexities: the Poisson model
Soham Jana, Yury Polyanskiy, Anzo Teh +1
We consider the problem of empirical Bayes estimation for (multivariate) Poisson means. Existing solutions that have been shown theoretically optimal for minimizing the regret (exc…
math.ST2023
Entropic characterization of optimal rates for learning Gaussian mixtures
Zeyu Jia, Yury Polyanskiy, Yihong Wu
We consider the question of estimating multi-dimensional Gaussian mixtures (GM) with compactly supported or subgaussian mixing distributions. Minimax estimation rate for this class…
math.ST2023
Large-scale Multiple Testing: Fundamental Limits of False Discovery Rate Control and Compound Oracle
Yutong Nie, Yihong Wu
The false discovery rate (FDR) and the false non-discovery rate (FNR), defined as the expected false discovery proportion (FDP) and the false non-discovery proportion (FNP), are th…