Yury Polyanskiy

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math.ST2025

Minimax optimal testing by classification

Patrik RÃ³bert Gerber, Yanjun Han, Yury Polyanskiy

This paper considers an ML inspired approach to hypothesis testing known as classifier/classification-accuracy testing ( $CAT$ ). In $CAT$ , one first trains a class…

math.ST2025

Optimal empirical Bayes estimation for the Poisson model via minimum-distance methods

Soham Jana, Yury Polyanskiy, Yihong Wu

The Robbins estimator is the most iconic and widely used procedure in the empirical Bayes literature for the Poisson model. On one hand, this method has been recently shown to be m…

math.ST2025

Density estimation using the perceptron

Patrik RÃ³bert Gerber, Tianze Jiang, Yury Polyanskiy +1

We propose a new density estimation algorithm. Given $n$ i.i.d. observations from a distribution belonging to a class of densities on $R^{d}$ , our estimator outputs any dens…