This is the repository accompanying "Empirical Bayes Selection for Value Maximization"
Dominic Coey, Kenneth Hung
The notebook that generates the plots in the paper is given in simulations.ipynb. The cache files from the simulations are regret-results.rds and regret-est-se-results.rds. The notebook uses R, and uses ebnm on top of the common pacakges.
LaTeX files related to the paper are not included in this repository and can be found on our arXiv version.
The generated plots are included as PDF files. The suffix *-est-se.pdf indicates that the simulation was run with the estimated standard errors.
"Empirical Bayes Selection for Value Maximization" is CC-BY-NC 4.0 licensed, as found in the LICENSE file.