XMSE-Aware Adaptive Empirical Bayes Estimation

arXiv:2606.26975 · stat.ML, cs.AI, cs.LG, eess.SY, stat.ME · Submitted 2026-06-25 · Read on arXiv

Minghao Chen, Jiale Zheng

stat.ML, cs.AI, cs.LG, eess.SY, stat.ME

Submitted: 2026-06-25

Comments: 16 pages, 1 figure, 14 tables

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Benchmark — 33× in this paper · explained in 2 episodes
• Trace — 25× in this paper · explained in 2 episodes
• Consistency — 21× in this paper · explained in 3 episodes
• Regret — 20× in this paper · explained in 4 episodes
• Empirical Bayes — 18× in this paper
• System Identification — 18× in this paper · explained in 3 episodes
• Calibration — 17× in this paper · explained in 9 episodes
• Regularization — 15× in this paper · explained in 3 episodes
• Regret Bound — 5× in this paper · explained in 2 episodes
• Robustness — 5× in this paper · explained in 6 episodes
• Calibration Failure — 4× in this paper · explained in 2 episodes
• Inflation — 3× in this paper · explained in 2 episodes
• Absorb — 2× in this paper · explained in 1 episode
• Accuracy — 2× in this paper · explained in 1 episode
• Hyperparameters — 2× in this paper · explained in 2 episodes
• Bayesian Inference — 1× in this paper · explained in 6 episodes
• Benchmarking — 1× in this paper · explained in 4 episodes
• Uncertainty Quantification — 1× in this paper · explained in 9 episodes

Sources

• Bayes and Biased Estimators Without Hyper-parameter Estimation: Comparable Performance to the Empirical-Bayes-Based Regularized Estimator

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