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normal scale mixture

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heteroskedastic mean estimation (1) profile maximum likelihood estimator (1) generalized beta distribution (1) shrinkage prior (1) metric entropy (1) variational baye (1) empirical baye (1) minimax rate (1) scale mixtures (1) regression analysis (1)

Papers

An Empirical Bayes Perspective on Heteroskedastic Mean Estimation COLT 2026 Generalized Beta Mixtures of Gaussians NeurIPS 2011