We study the results of a massive nationwide correspondence experiment sending more
than 83,000 fictitious applications with randomized characteristics to geographically …

There is an innate human tendency, one might call it the “league table mentality,” to
construct rankings. Schools, hospitals, sports teams, movies, and myriad other objects are …

The Robbins estimator is the most iconic and widely used procedure in the empirical Bayes
literature for the Poisson model. On one hand, this method has been recently shown to be …

In this paper, we focus on the computation of the nonparametric maximum likelihood
estimator (NPMLE) in multivariate mixture models. Our approach discretizes this infinite …

This paper proposes a new methodology for estimating teacher value-added. Rather than
imposing a normality assumption on unobserved teacher quality (as in the standard …

Multivariate, heteroscedastic errors complicate statistical inference in many large-scale
denoizing problems. Empirical Bayes is attractive in such settings, but standard parametric …

Labor economists increasingly work in empirical contexts with large numbers of unitspecific
parameters. These settings include a growing number of value-added studies measuring …

Maximum likelihood estimation of mixture proportions has a long history, and continues to
play an important role in modern statistics, including in development of nonparametric …

We study empirical Bayes estimation in high-dimensional linear regression. To facilitate
computationally efficient estimation of the underlying prior, we adopt a variational empirical …

We consider the problem of empirical Bayes estimation for (multivariate) Poisson means.
Existing solutions that have been shown theoretically optimal for minimizing the regret …