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Polynomial Log-Marginals and Tweedie's Formula : When Is Bayes Possible?

Jyotishka Datta, Nicholas G. Polson

arXiv 6 Sep 2025 · Mathematics — Statistics Theory

arXiv:2509.05823 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Motivated by Tweedie's formula for the Compound Decision problem, we examine the theoretical foundations of empirical Bayes estimators that directly model the marginal density $m(y)$. Our main result shows that polynomial log-marginals of degree $k \ge 3 $ cannot arise from any valid prior distribution in exponential family models, while quadratic forms correspond exactly to Gaussian priors. This provides theoretical justification for why certain empirical Bayes decision rules, while practically useful, do not correspond to any formal Bayes procedures. We also strengthen the diagnostic by showing that a marginal is a Gaussian convolution only if it extends to a bounded solution of the heat equation in a neighborhood of the smoothing parameter, beyond the convexity of $c(y)=\tfrac12 y^2+\log m(y)$.

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48
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100
in-text mentions
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distinct cited
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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Efron, B (2011) Tweedie’s formula and selection bias1.000143100%
2Koenker, R. & Mizera, I (2014) Convex optimization, shape constraints, compound decisions, and empirical bayes rules1.000113100%
3Robbins, H (1956) An Empirical Bayes Approach to Statistics0.87472100%
4Ritov, Y (2024) No need for an oracle: the nonparametric maximum likelihood decision in the compound decision problem is minimax0.81142100%
5Ghosh, S., Ignatiadis, N., Koehler, F. & Lee, A (2025) Stein's unbiased risk estimate and hyvärinen's score matching0.73732100%
6Jiang, W. & Zhang, C.-H (2009) General maximum likelihood empirical bayes estimation of normal means0.73732100%
7Kiefer, J. & Wolfowitz, J (1956) Consistency of the maximum likelihood estimator in the presence of infinitely many incidental parameters0.73732100%
8Hirschman, I. I. & Widder, D. V (1955) Convolution transform0.73732100%
9Efron, B (2012) Large-scale inference: empirical Bayes methods for estimation, testing, and prediction, vol. 10.64422100%
10Robbins, H (1951) Asymptotically subminimax solutions of compound decision problems0.64422100%

Showing the top 10 of 48 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Compound decisions and empirical Bayes via Bayesian nonparametrics0.40511