Comment: Empirical Bayes, compound decisions and exchangeability

Eitan Greenshtein; Ya'acov Ritov

doi:10.1214/19-STS709

Comment: Empirical Bayes, compound decisions and exchangeability

Eitan Greenshtein
, Ya'acov Ritov

Department of Statistics

Research output: Contribution to journal › Article › peer-review

4 Scopus citations

Abstract

We present some personal reflections on empirical Bayes/ compound decision (EB/CD) theory following Efron (2019). In particular, we consider the role of exchangeability in the EB/CD theory and how it can be achieved when there are covariates. We also discuss the interpretation of EB/CD confidence interval, the theoretical efficiency of the CD procedure, and the impact of sparsity assumptions.

Original language	English
Pages (from-to)	224-228
Number of pages	5
Journal	Statistical Science
Volume	34
Issue number	2
DOIs	https://doi.org/10.1214/19-STS709
State	Published - 1 May 2019

Bibliographical note

Publisher Copyright:
© Institute of Mathematical Statistics, 2019.

Keywords

F-modeling
G-modeling
Sparsity

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10.1214/19-STS709

Cite this

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Comment: Empirical Bayes, compound decisions and exchangeability

Abstract

Bibliographical note

Keywords

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