Bayes and empirical bayes tests for the life parameter

statistical inference via empirical bayes approach for stationary and dynamic contingency tables

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Empirical Bayes Estimators with Uncertainty Measures for NEF-QVF Populations

The paper proposes empirical Bayes (EB) estimators for simultaneous estimation of means in the natural exponential family (NEF) with quadratic variance functions (QVF) models. Morris (1982, 1983a) characterized the NEF-QVF distributions which include among others the binomial, Poisson and normal distributions. In addition to the EB estimators, we provide approximations to the MSE’s of t...

Empirical Bayes Estimation in Nonstationary Markov chains

Estimation procedures for nonstationary Markov chains appear to be relatively sparse. This work introduces empirical  Bayes estimators  for the transition probability  matrix of a finite nonstationary  Markov chain. The data are assumed to be of  a panel study type in which each data set consists of a sequence of observations on N>=2 independent and identically dis...

Bayes and empirical Bayes changepoint problems

We generalize the approach of Liu and Lawrence (1999) for multiple changepoint problems where the number of changepoints is unknown. The approach is based on dynamic programming recursion for efficient calculation of the marginal probability of the data with the hidden parameters integrated out. For the estimation of the hyperparameters, we propose to use Monte Carlo EM when training data are a...

Bayes and empirical Bayes : Do they merge?