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

By Soham Jana and others
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 minimax optimal in terms of the regret (excess risk over the Bayesian oracle that knows the true prior) for... Show more
May 7, 2024
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Optimal empirical Bayes estimation for the Poisson model via minimum-distance methods
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