arXiv AI

XMSE-Aware Adaptive Empirical Bayes Estimation

arXiv:2606. 26975v1 Announce Type: cross Abstract: Empirical Bayes (EB) estimators can match the first-order asymptotic risk of maximum likelihood (ML) while behaving very differently at second order: recent excess mean squared error (XMSE) analysis shows that kernel-based EB estimation may be worse than ML when the kernel is poorly aligned with the true parameter.

Hugging Face Trending Papers
Jun 25

XMSE-Aware Adaptive Empirical Bayes Estimation

Empirical Bayes (EB) estimators can match the first-order asymptotic risk of maximum likelihood (ML) while behaving very differently at second order: recent excess mean squared error (XMSE) analysis shows that kernel-based EB estimation may be worse than ML when the kernel is poorly aligned with the true parameter. This paper turns that diagnostic into a design principle.

arXiv Machine Learning
Aug 12

Hierarchical Empirical-Bayes Naive Bayes: Minimax Smoothing and Calibration with AODE Extension

arXiv:2608. 11162v1 Announce Type: new Abstract: The Naive Bayes (NB) classifier remains a standard choice for categorical data, yet its widely used smoothing rules, such as Laplace, Lidstone, Krichevsky-Trofimov, and the $m$-estimate, all prescribe a fixed smoothing strength that ignores feature cardinality, sample size, and class imbalance, inducing a non-vanishing bias on modern high-cardinality tabular data.

By Nguyen Thai Anh, Truong Viet Vu, Tran Thien Thanh, Vo Nguyen Quoc Bao, Ngo Hoang Tu
arXiv Machine Learning
Jul 9

Best-Arm Identification with Generative Proxy

arXiv:2607. 06879v1 Announce Type: new Abstract: Best-arm identification is a canonical model for data-driven decision-making, but in many applications each reward observation is costly.

By Tianyi Ma, Hanzhang Qin, Ruihao Zhu, Jierui Zuo