Imperial College London

Professor Alastair Young

Faculty of Natural SciencesDepartment of Mathematics

Chair in Statistics
 
 
 
//

Contact

 

+44 (0)20 7594 8560alastair.young Website

 
 
//

Location

 

529Huxley BuildingSouth Kensington Campus

//

Summary

 

Publications

Citation

BibTex format

@article{Rasines:2022:10.1007/s41745-022-00286-0,
author = {Rasines, DG and Young, GA},
doi = {10.1007/s41745-022-00286-0},
journal = {Journal of the Indian Institute of Science},
pages = {1205--1217},
title = {Empirical bayes and selective inference},
url = {http://dx.doi.org/10.1007/s41745-022-00286-0},
volume = {102},
year = {2022}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AB - We review the empirical Bayes approach to large-scale inference. In the context of the problem of inference for a high-dimensional normal mean, empirical Bayes methods are advocated as they exhibit risk-reducing shrinkage, while establishing appropriate control of frequentist properties of the inference. We elucidate these frequentist properties and evaluate the protection that empirical Bayes provides against selection bias.
AU - Rasines,DG
AU - Young,GA
DO - 10.1007/s41745-022-00286-0
EP - 1217
PY - 2022///
SN - 0970-4140
SP - 1205
TI - Empirical bayes and selective inference
T2 - Journal of the Indian Institute of Science
UR - http://dx.doi.org/10.1007/s41745-022-00286-0
UR - https://link.springer.com/article/10.1007/s41745-022-00286-0
UR - http://hdl.handle.net/10044/1/95891
VL - 102
ER -