Abstract
A non-parametric mixture model approach to empirical Bayes compound decisions for the Gaussian location model is compared with a parametric empirical Bayes approach recently suggested by Martin and Walker and several recent more formal Bayes procedures.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 12-16 |
| Number of pages | 5 |
| Journal | Stat |
| Volume | 3 |
| Issue number | 1 |
| DOIs | |
| State | Published - Mar 2014 |
Keywords
- High dimensional data
- Regularization
- Statistical computing
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty