Denoising regret of NPMLE and sieve methods in nonparametric empirical Bayes is bounded by the exact normality rate plus a marginal CLT approximation error term.
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Normal approximations in nonparametric empirical Bayes
Denoising regret of NPMLE and sieve methods in nonparametric empirical Bayes is bounded by the exact normality rate plus a marginal CLT approximation error term.