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Found 4 papers, 0 papers with code
Empirical Bayes Estimation with Side Information: A Nonparametric Integrative Tweedie Approach
As the dimension of the auxiliary data increases, we accurately quantify the improvements in estimation risk and the associated deterioration in convergence rate.
Bootstrapped Edge Count Tests for Nonparametric Two-Sample Inference Under Heterogeneity
In this regime, we study the asymptotic behavior of weighted edge count test statistic and show that it can be effectively re-calibrated to detect arbitrary deviations from the composite null.
Structured Dynamic Pricing: Optimal Regret in a Global Shrinkage Model
We consider dynamic pricing strategies in a streamed longitudinal data set-up where the objective is to maximize, over time, the cumulative profit across a large number of customer segments.
Large-Scale Shrinkage Estimation under Markovian Dependence
We consider the problem of simultaneous estimation of a sequence of dependent parameters that are generated from a hidden Markov model.
