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An empirical Bayes approach to the estimation of possibly sparse sequences observed in Gaussian white noise is set out and investigated. The prior considered is a mixture of an atom of probability a...
Classical prediction methods such as Fisher's linear discriminant function were designed for small-scale problems, where the number of predictors N is much smaller than the number of observations n....
Consider sampling from an unknown probability distribution on the integers. With a tail-free prior, the posterior distribution is consistent. With a mixture of a tail-free prior and a point mass, ...
We discuss frequent! properties of Ba~es rules, pa~ing special attention to consistency. Some new and fairly natural counterexamples are given, involving nonparametric estimates of location. E\ren...
ON INCONSISTENT BAYES ESTIMATES OF LOCATION。
ON THE UNIFORM CONSISTENCY OF BAYES ESTIMATES FOR MULTINOMIAL PROBABILITIES.
Performance characteristics of Bayes estimates are studied. More exactly, for each subject in a data set, let 5 be a vector of binary covariates and let Y be a normal response variable, with E{YIE...

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