2022 article
Discussion of "Confidence Intervals for Nonparametric Empirical Bayes Analysis" by Ignatiadis and Wager
Ghosal, S. (2022, September 14). JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, Vol. 117, pp. 1171–1174.
UN Sustainable Development Goal Categories
3. Good Health and Well-being
(Web of Science)
Source: Web Of Science
Added: October 24, 2022
I congratulate the authors for a fantastic piece of work about confidence intervals in an inverse problem involving a mixing distribution under an empirical Bayes setup. We can regard the problem as inference on a functional of the distribution of latent variable with the observation coming from a specific parametric family of distributions driven by the latent variable. In mathematical notations, this can be written as