arXiv stat.ML
· Papers
XMSE-Aware Adaptive Empirical Bayes Estimation
arXiv:2606.26975v1 Announce Type: new Abstract: Empirical Bayes (EB) estimators can match the first-order asymptotic risk of maximum likelihood (ML) while behaving very differently at second order: recent excess mean squared error (XMSE) analysis shows that kernel-based EB estimation may be worse than ML when the kerne