Comment: Empirical Bayes, Compound Decisions and Exchangeability

• Autores: Eitan Greenshtein, Ya'acov Ritov
• Localización: Statistical science, ISSN 0883-4237, Vol. 34, Nº. 2, 2019, págs. 224-228
• Idioma: inglés
• DOI: 10.1214/19-sts709
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• Resumen

  • We present some personal reflections on empirical Bayes/ compound decision (EB/CD) theory following Efron (2019). In particular, we consider the role of exchangeability in the EB/CD theory and how it can be achieved when there are covariates. We also discuss the interpretation of EB/CD confidence interval, the theoretical efficiency of the CD procedure, and the impact of sparsity assumptions.