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    Jiaying Gu

    Empirical Bayes: Some Tools, Rules, and Duals

    Empirical Bayes: Some Tools, Rules, and Duals

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    • More about Empirical Bayes: Some Tools, Rules, and Duals
    Empirical Bayes methods as envisioned by Herbert Robbins are becoming an essential element of the statistical toolkit. In Empirical Bayes: Tools, Rules, and Duals, Roger Koenker and Jiaying Gu offer a unified view of these methods. They stress recent computational developments for nonparametric estimation of mixture models, not only for the traditional Gaussian and Poisson settings, but for a wide range of other applications. Providing numerous illustrations where empirical Bayes methods are attractive, the authors give a detailed discussion of computational methods, enabling readers to apply the methods in new settings.
    • Publication date: 16 July 2026
    • Page count: 316
    • Publisher: Cambridge University Press
    • Format: Paperback
    • ISBN-13: 9781009275330

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