3 papers
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
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…
math.ST2024
Empirical Bayes estimation: When does -modeling beat -modeling in theory (and in practice)?
Yandi Shen, Yihong Wu
Empirical Bayes (EB) is a popular framework for large-scale inference that aims to find data-driven estimators to compete with the Bayesian oracle that knows the true prior. Two pr…