17 citations · 43 across the 11 of their papers we have counts for
7 papers · 1 filter
Sharp regret bounds for empirical Bayes and compound decision problems
Yury Polyanskiy, Yihong Wu
We consider the classical problems of estimating the mean of an -dimensional normally (with identity covariance matrix) or Poisson distributed vector under the squared loss. In…
Self-regularizing Property of Nonparametric Maximum Likelihood Estimator in Mixture Models
Yury Polyanskiy, Yihong Wu
Introduced by Kiefer and Wolfowitz \cite{KW56}, the nonparametric maximum likelihood estimator (NPMLE) is a widely used methodology for learning mixture odels and empirical Bayes e…
Note on approximating the Laplace transform of a Gaussian on a complex disk
Yury Polyanskiy, Yihong Wu
In this short note we study how well a Gaussian distribution can be approximated by distributions supported on . Perhaps, the natural conjecture is that for large the a…
Extrapolating the profile of a finite population
Soham Jana, Yury Polyanskiy, Yihong Wu
We study a prototypical problem in empirical Bayes. Namely, consider a population consisting of individuals each belonging to one of types (some types can be empty). Withou…
Convergence of Smoothed Empirical Measures with Applications to Entropy Estimation
Ziv Goldfeld, Kristjan Greenewald, Yury Polyanskiy +1
This paper studies convergence of empirical measures smoothed by a Gaussian kernel. Specifically, consider approximating , for $\mathcal{N}_σ\triangleq\mathcal{…
Dualizing Le Cam's method for functional estimation, with applications to estimating the unseens
Yury Polyanskiy, Yihong Wu
Le Cam's method (or the two-point method) is a commonly used tool for obtaining statistical lower bound and especially popular for functional estimation problems. This work aims to…