Rates of Convergence in Empirical Bayes Estimation Problems: Continuous Case

Recently, [Y.Q. Bai, M. El Ghami and C. Roos, SIAM J. Opt. 15 (2004) 101–128] investigated a new class of kernel functions which differs from the class of self-regular kernel functions. The class is defined by some simple conditions on the growth and the barrier behavior of the kernel function. In this paper we generalize the analysis presented in the above paper for P*(κ) Linear Complementarity Problems (LCPs). The analysis for LCPs deviates significantly from the analysis for linear optimization. Several new tools and techniques are derived in this paper.

A class of polynomial primal-dual interior-point algorithms for P * (κ ) linear complementarity problems (LCPs) are presented. We generalize Ghami et al.'s[A polynomial-time algorithm for linear optimization based on a new class of kernel functions(2008)] algorithm for linear optimization (LO) problem to P * (κ ) LCPs. Our analysis is based on a class of finite kernel functions which have the linear and quadratic growth terms. Since P *(κ ) LCP is a generalization of LO problem, we lose the orthogonality of the vectors dx and ds . So our analysis is different from the one in Ghami et al's algorithm. Despite this, the favorable complexity result is obtained, namely, $O((1 + 2\kappa)n^{\frac{1}{1+p}}\log n \log(n/\epsilon))$, which is better than the usual large-update primal-dual algorithm based on the classical logarithmic barrier function for P * (κ ) LCP.

Estimation of several normal means, with emphasis on the normal regression empirical Bayes model, is considered. Within this model, the empirical Bayes estimator is of Stein type. A hierarchical Bayes analysis provides a family of minimax estimators. The performances of the empirical Bayes and hierarchical Bayes estimators are also compared. The shrinkage behavior of those estimators is shown in an application to the two-way classification.

Kernel functions serve the central goal of creating new search directions for the primal-dual interiorpoint algorithm to solve linear optimization problems. A significantly improved primal-dual interior-point algorithm for linear optimization is presented based on a novel kernel function. We show a primal-dual interior-point technique for linear optimization based on a class of kernel functions that are eligible. This research presents a new efficient kernel function-based primal-dual IPM algorithm for semidefinite programming problems based on the Nesterov-Todd (NT) direction. With a new and simple technique, we propose a new kernel function to obtain an optimal solution of the perturbed problem (SDP)µ. We obtain the best-known complexity results,for smalland large-update namely O(pp+1/2p √nlog tr(X0S0)/ε) and O((pn)p+1/2p log trX0S0/ε) large update To prove the effectiveness of our proposed kernel function, we compare our numerical results with some alternatives presented by Touil et al. (2017).

Assessments of the potential health impacts of contaminants and other environmental risk factors are often based on comparisons of disease rates among collections of spatially aligned areas. These comparisons are valid only if the observed rates adequately reflect the true underlying area‐specific risk. In areas with small populations, observed incidence values can be highly unstable and true risk differences among areas can be masked by spurious fluctuations in the observed rates. We examine the use of Bayes and empirical Bayes methods for stabilizing incidence rates observed in geographically aligned areas. While these methods improve stability, both the Bayes and empirical Bayes approaches produce a histogram of the estimates that is too narrow when compared to the true distribution of risk. Constrained empirical Bayes estimators have been developed that provide improved estimation of the variance of the true rates. We use simulations to compare the performance of Bayes, empirical Bayes, and constrained empirical Bayes approaches for estimating incidence rates in a variety of multivariate Gaussian scenarios with differing levels of spatial dependence. The mean squared error of estimation associated with the simulated observed rates was, on average, five times greater than that of the Bayes and empirical Bayes estimates. The sample variance of the standard Bayes and empirical Bayes estimates was consistently smaller than the variance of the simulated rates. The constrained estimators produced collections of rate estimates that dramatically improved estimation of the true dispersion of risk. In addition, the mean square error of the constrained empirical Bayes estimates was only slightly greater than that of the unconstrained rate estimates. We illustrate the use of empirical and constrained empirical Bayes estimators in an analysis of lung cancer mortality rates in Ohio.

The problem of face identification is considered as that of featureless similarity-based pattern recognition. In terms of the support object approach, we use a kernel function of two gray-level vectors for measuring the pair-wise proximity of face images. In addition to the usual kind of kernel functions called here rigid because of their being formed by way of immediate comparison of two gray-level distributions on the original image plane, we examine a new class of kernel functions which we call elastic ones. The principal idea of elastic kernel functions consists in an elastic transformation of the pixel grid of one image relative to that of the other, so that the positions of all identical elements in both faces would become the same.

Investigating the effects of the fixed and varying dispersion parameters of Poisson-gamma models on empirical Bayes estimates

For binomial data analysis, many methods based on empirical Bayes interpretations have been developed, in which a variance‐stabilizing transformation and a normality assumption are usually required. To achieve the greatest model flexibility, we conduct nonparametric Bayesian inference for binomial data and employ a special nonparametric Bayesian prior—the Bernstein–Dirichlet process (BDP)—in the hierarchical Bayes model for the data. The BDP is a special Dirichlet process (DP) mixture based on beta distributions, and the posterior distribution resulting from it has a smooth density defined on [0, 1]. We examine two Markov chain Monte Carlo procedures for simulating from the resulting posterior distribution, and compare their convergence rates and computational efficiency. In contrast to existing results for posterior consistency based on direct observations, the posterior consistency of the BDP, given indirect binomial data, is established. We study shrinkage effects and the robustness of the BDP‐based posterior estimators in comparison with several other empirical and hierarchical Bayes estimators, and we illustrate through examples that the BDP‐based nonparametric Bayesian estimate is more robust to the sample variation and tends to have a smaller estimation error than those based on the DP prior. In certain settings, the new estimator can also beat Stein's estimator, Efron and Morris's limited‐translation estimator, and many other existing empirical Bayes estimators.The Canadian Journal of Statistics40: 328–344; 2012 © 2012 Statistical Society of Canada

Although the conditions for application of the technique of empirical Bayes estimation of the parameter of a distribution may exist, the form of the prior distribution is generally unknown. This often creates major difficultics in the determination of empirical Bayes estimators. The simple device of approximating the prior distribution by a stop function is used to overcome this problem and to obtain smooth empirical Bayes estimators. This paper supplements earlier work by considering continuous distributions and multiple past and current observations. The effectiveness of the proposed smooth empirical Bayes estimators is examined, and the results indicate that they can be substantially better than optimum non-Bayes estimators, even when the amount of past data is small.

The relative 'performances of improved ridge estimators and an empirical Bayes estimator are studied by means of Monte Carlo simulations. The empirical Bayes method is seen to perform consistently better in terms of smaller MSE and more accurate empirical coverage than any of the estimators considered here. A bootstrap method is proposed to obtain more reliable estimates of the MSE of ridge esimators. Some theorems on the bootstrap for the ridge estimators are also given and they are used to provide an analytical understanding of the proposed bootstrap procedure. Empirical coverages of the ridge estimators based on the proposed procedure are generally closer to the nominal coverage when compared to their earlier counterparts. In general, except for a few cases, these coverages are still less accurate than the empirical coverages of the empirical Bayes estimator.

under entropy loss function, the E-Bayes estimation and empirical bayes estimation to the parameter of inverse Weibull distribution used conjugate prior are discussed. And we prove the empirical bayes estimation is asymptotically optimal. At last, the MSE of the estimations are compared based on Monte Carlo simulation study. According to these comparisons, it is suggested that the accuracy of E-Bayes estimation is close to the empirical bayes estimation.

Data on job histories is commonly available from study subjects and worksites, therefore jobs are often used for assigning exposures in historical epidemiological studies. Exposure estimates are often derived by offering jobs as fixed effects in statistical models. An alternative approach would be to offer job as a random effect to obtain empirical Bayes estimates of exposure. This approach is more efficient since it weights exposure estimates according to the within-job and between-job variability and the number of measurements for each job. We assess three models for predicting historical dust exposures of sawmill workers. Models were developed using 407 inhalable dust measurements collected from 58 jobs in four sawmills. The first model incorporated all variables as fixed effects; the second added a random term to account for correlation within workers; and the third offered random terms for worker, job and mill (hierarchical model). Empirical Bayes estimates were used to calculate job-specific exposures from the hierarchical model. The fixed effects and random worker mixed models performed nearly identically because there was low within-worker correlation (r = 0.26). The Bayesian exposure predictions from the hierarchical model were slightly more correlated with the observed mill-job arithmetic means than those from the models where jobs were fixed effects (0.74 versus 0.70). While we observed no large differences in exposure estimates by treating job as a fixed or random effect, treating job as a random effect allowed for job-specific coefficients to be estimated for every job while borrowing strength in the presence of sparse data by assuming that the job means are normally distributed around the group mean. In addition, empirical Bayes job estimates can be used for a posteriori job grouping. The use of this method for retrospective exposure assessment should continue to be examined.

Primal–dual interior-point algorithms for second-order cone optimization based on kernel functions

The convolution operator on a finite interval defined on a space ofL2 functions is studied by relating it to a singular integral operator acting on a space of functions defined on a system of two parallel straight lines in the complex plane ℂ. The approach followed in the paper applies both to the case where the Fourier transform of the kernel functions is anL∞ function and to the case where the kernel function is periodic, thus yielding a unified treatment of these two classes of kernel functions. In the non-periodic case it is possible, for a special class of kernel functions, to study the invertibility property of the operator giving an explicit formula for the inverse. An example is presented and generalizations are suggested.

Forecasting the real prices of crude oil: A robust weighted least squares approach