Empirical Bayes via ERM and Rademacher complexities: the Poisson model
We consider the problem of empirical Bayes estimation for (multivariate) Poisson means. Existing solutions that have been shown theoretically optimal for minimizing the regret (excess risk over the Bayesian oracle that knows the prior) have several shortcomings. For example, the classical Robbins es...
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| Format: | Thesis |
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Massachusetts Institute of Technology
2023
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| Online Access: | https://hdl.handle.net/1721.1/152656 |