An Empirical Bayes Perspective on Heteroskedastic Mean Estimation

Yanjun Han, Abhishek Shetty, Jacob Shkrob. An Empirical Bayes Perspective on Heteroskedastic Mean Estimation. In Steve Hanneke, Tor Lattimore, editors, The Thirty Ninth Annual Conference on Learning Theory, June 29 - July 3, 2026, San Diego, California, USA. Volume 336 of Proceedings of Machine Learning Research, pages 3076-3108, PMLR, 2026. [doi]

Abstract

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