Empirical Bayes estimation via data fission

2024/10/15 by Nikolaos Ignatiadis, Ignatiadis, Nikolaos, Dennis L. Sun +1
Computer Science · #FOS: Computer and information sciences #Gaussian Processes and Bayesian Inference #Methodology (stat.ME)

paper · pdf · doi:10.48550/arxiv.2410.12117

openalex publication_date 2024/10/15 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We demonstrate how data fission, a method for creating synthetic replicates from single observations, can be applied to empirical Bayes estimation. This extends recent work on empirical Bayes with multiple replicates to the classical single-replicate setting. The key insight is that after data fission, empirical Bayes estimation can be cast as a general regression problem.

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