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math.ST2023
PanIC: consistent information criteria for general model selection problems
Hien Duy Nguyen
Model selection is a ubiquitous problem that arises in the application of many statistical and machine learning methods. In the likelihood and related settings, it is typical to us…
stat.ME2023
Finite sample inference for empirical Bayesian methods
Hien D Nguyen, Mayetri Gupta
In recent years, empirical Bayesian (EB) inference has become an attractive approach for estimation in parametric models arising in a variety of real-life problems, especially in c…