Nearly minimax empirical Bayesian prediction of independent Poisson observables
Statistics Theory
2024-02-13 v2 Statistics Theory
Abstract
In this study, simultaneous predictive distributions for independent Poisson observables were considered and the performance of predictive distributions was evaluated using the Kullback-Leibler (K-L) loss. This study proposes a class of empirical Bayesian predictive distributions that dominate the Bayesian predictive distribution based on the Jeffreys prior. The K-L risk of the empirical Bayesian predictive distributions is demonstrated to be less than 1.04 times the minimax lower bound.
Keywords
Cite
@article{arxiv.2310.02004,
title = {Nearly minimax empirical Bayesian prediction of independent Poisson observables},
author = {Xiao Li},
journal= {arXiv preprint arXiv:2310.02004},
year = {2024}
}
Comments
arXiv admin note: text overlap with arXiv:2209.14618