Covariate-dependent Nonparametric $g$-modeling for regression via infinite Mixture-of-Expertizing class

Empirical Bayes $g$-modeling captures unit-level heterogeneity by estimating a latent prior distribution from observed data. In the existing formulations, however, the prior is shared by all units. In this paper, we develop a covariate-dependent g-modeling framework for regression in which the entir