Empirical Bayes for correlated Gaussian sequence model
Qiyang Han, Cun-Hui Zhang
math.ST, stat.ME, stat.ML
Submitted: 2026-07-03
License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
Terminology
Sources
- The high-dimensional asymptotics of first order methods with random data
- Normal approximations in nonparametric empirical Bayes
- Sharp regret-Hellinger bounds for Gaussian empirical Bayes via polynomial approximation
- Gradient flows for empirical Bayes in high-dimensional linear models
- Dynamical mean-field analysis of adaptive Langevin diffusions: Replica-symmetric fixed point and empirical Bayes
- Stein's unbiased risk estimate and Hyv"arinen's score matching
- Long-time dynamics and universality of nonconvex gradient descent
- Gradient descent inference in empirical risk minimization
- Compound decisions and empirical Bayes via Bayesian nonparametrics
- Empirical Bayes Estimation and Inference via Smooth Nonparametric Maximum Likelihood
- Parametric Mean-Field empirical Bayes in high-dimensional linear regression
- A Mean Field Approach to Empirical Bayes Estimation in High-dimensional Linear Regression
- Self-regularizing Property of Nonparametric Maximum Likelihood Estimator in Mixture Models
- ebnm: An R Package for Solving the Empirical Bayes Normal Means Problem Using a Variety of Prior Families
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