Jiale Zheng

XMSE-Aware Adaptive Empirical Bayes Estimation

Minghao Chen, Jiale Zheng

Empirical Bayes (EB) estimators can match the first-order asymptotic risk of maximum likelihood (ML) while behaving very differently at second order: recent excess mean squared error (XMSE) analysis shows that kernel-based EB estimation may be worse than ML when the kernel is poo…Read more