Discussion of "Confidence Intervals for Nonparametric Empirical Bayes Analysis".

Discussion of "Confidence Intervals for Nonparametric Empirical Bayes Analysis".
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DOI:
10.1080/01621459.2022.2093727
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发表时间:
2022
影响因子:
3.7
通讯作者:
--
中科院分区:
数学1区
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--
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We congratulate Ignatiadis and Wager (IW) on this significant step forward, incorporating uncertainty in the estimated prior into empirical Bayes (EB) analysis. EB analyses have traditionally ignored uncertainty in the estimated prior distribution—indeed, one might see this as a defining difference between EB and “fully Bayes” analyses—so it is interesting to see this article attempting to bridge this gap. While the resulting methods perhaps lack the conceptual coherence of a fully Bayes approach, the avoidance of the need to specify a prior distribution for the (nonparametric) prior will undoubtedly appeal to many statisticians.
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