  This note is an invited discussion of the article "Confidence Intervals for
Nonparametric Empirical Bayes Analysis" by Ignatiadis and Wager. In this
discussion, I review some goals of empirical Bayes data analysis and the
contribution of Ignatiadis and Wager. Differences between across-group
inference and group-specific inference are discussed. Standard empirical Bayes
interval procedures focus on controlling the across-group average coverage
rate. However, if group-specific inferences are of primary interest, confidence
intervals with group-specific coverage control may be preferable.
