https://github.com/nignatiadis/empirical-bayes-data-fission-comment

https://github.com/nignatiadis/empirical-bayes-data-fission-comment

Last synced: 26 days ago
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• Host: GitHub
• URL: https://github.com/nignatiadis/empirical-bayes-data-fission-comment
• Owner: nignatiadis
• License: mit
• Created: 2024-08-22T21:31:41.000Z (5 months ago)
• Default Branch: main
• Last Pushed: 2024-08-22T23:31:30.000Z (5 months ago)
• Last Synced: 2024-08-23T00:59:16.628Z (5 months ago)
• Language: R
• Size: 4.88 KB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# empirical-bayes-data-fission-comment

The main scripts are the following: 

* `gaussian_aurora.R`: Simulations for EB estimation with a normal likelihood. Running this script generates two files:

  * "double_gaussian_plot.png" which is panel (a) of Figure 1

  * "double_gaussian_MSE.csv", which contains the data for the column "Gaussian MSE" of Table 1

* `poisson_aurora.R`: Simulations for EB estimation with a Poisson likelihood. Running this script generates two files:

  * "double_poisson_plot.png" which is panel (b) of Figure 1

  * "double_poisson_MSE.csv", which contains the data for the column "Poisson MSE" of Table 1

## Further instructions

Running the above two scripts presupposes a working installation of R and several packages. The following file

* `R_session_info.txt`

records the session information about the version of R used as well as of all required packages.

For the implementation of the nonparametric maximum likelihood estimator (NPMLE), we used the CRAN R package [REBayes](https://cran.r-project.org/web/packages/REBayes/index.html). 

REBayes requires a working installation of the commercial optimization solver [Mosek](https://www.mosek.com/) (we used Mosek version 10.1). Mosek provides [free licenses for academic use](https://www.mosek.com/products/academic-licenses/).