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针对高维备择假设的检验AI 解读

Summary As the dimensionality of the alternative hypothesis increases, the power of classical tests tends to diminish quite rapidly. This is especially true for high dimensional data in which there are more parameters than observations. We discuss a score test on a hyperparameter in an empirical Bayesian model as an alternative to classical tests. It gives a general test statistic which can be used to test a point null hypothesis against a high dimensional alternative, even…

基于信息更丰富样本的单调经验贝叶斯估计AI 解读

An empirical Bayes estimator is constructed for the case of nonidentical components coming from an exponential family of distributions that is closed under convolution. Examples are the normal, Poisson, and binomial distributions. The construction is based on Robbins' approach to empirical Bayes estimation and generalizes results of O'Bryan and Stijnen and Van Houwelingen. The method is elaborated for the normal and Poisson case, and examples are given that show that this…