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questions
3
votes
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Robbins estimate Empirical Bayes
From the compound sampling model where:
$Y_i | \theta_i \sim Poi(\theta_i)$
The marginal distribution of $\theta_i$ is $G$, non-parametric.
We get that the Bayes estimate of $\theta_i$ under ...
- 347
2
votes
1
answer
504
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Why semi/nonparametric models?
Increasing the flexibility of models makes it prone to overfitting. On the other hand, it looks to me that, if the space function classes $\mathcal{F}$ is too big, it is hard to prove bounds on ...
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