Comment: Empirical Bayes, Compound Decisions and Exchangeability
Comment: Empirical Bayes, Compound Decisions and Exchangeability
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评论：经验贝叶斯、复合决策和可交换性
DOI：
10.1214/19-sts709
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发表时间：
2019
影响因子：
5.7
通讯作者：
Y. Ritov
中科院分区：
文献类型：
--
作者：
E. Greenshtein;Y. Ritov
我们提出了一些关于经验贝叶斯/的个人思考
复合决策(EB/CD)理论遵循Efron(2019)。特别是，
我们考虑了交换性在EB/CD理论中的作用以及它如何
在有协变量的情况下才能实现。我们还讨论了对
EB/CD可信区间、CD程序的理论效率、
以及稀疏性假设的影响。
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.