Bayes Estimators and Ergodic Decomposability with an Application to Cox Processes

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...

Uniform convergence of curve estimators for ergodic diffusion processes

Unbiasedness and Bayes Estimators

A simple geometric representation of Bayes and unbiased rules for squared error loss is provided. Some orthogonality relationships between them and the functions they are estimating are proved. Bayes estimators are shown to be behave asymptotically like unbiased estimators.

Penalized Estimators in Cox Regression Model

The proportional hazard Cox regression models play a key role in analyzing censored survival data. We use penalized methods in high dimensional scenarios to achieve more efficient models. This article reviews the penalized Cox regression for some frequently used penalty functions. Analysis of medical data namely ”mgus2” confirms the penalized Cox regression performs better than the cox regressi...

Application of Stochastic Processes in Nonparametric Bayes

Application of Stochastic Processes in Nonparametric Bayes by Yingjian Wang Department of Electrical and Computer Engineering Duke University Date: Approved: Lawrence Carin, Supervisor