Local empirical Bayes correction for Bayesian modeling
Fuente:
arXiv
Saved in:
| Main Author: | |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866915422789435392 |
|---|---|
| author | Hayashi, Yoshiko |
| author_facet | Hayashi, Yoshiko |
| contents | The James-Stein estimator has attracted much interest as a shrinkage estimator that yields better estimates than the maximum likelihood estimator. The James-Stein estimator is also very useful as an argument in favor of empirical Bayesian methods. However, for problems involving large-scale data, such as differential gene expression data, the distribution is considered a mixture distribution with different means that cannot be considered sufficiently close. Therefore, it is not appropriate to apply the James-Stein estimator. Efron (2011) proposed a local empirical Bayes correction that attempted to correct a selection bias for large-scale data. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2506_11424 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Local empirical Bayes correction for Bayesian modeling Hayashi, Yoshiko Methodology Statistics Theory The James-Stein estimator has attracted much interest as a shrinkage estimator that yields better estimates than the maximum likelihood estimator. The James-Stein estimator is also very useful as an argument in favor of empirical Bayesian methods. However, for problems involving large-scale data, such as differential gene expression data, the distribution is considered a mixture distribution with different means that cannot be considered sufficiently close. Therefore, it is not appropriate to apply the James-Stein estimator. Efron (2011) proposed a local empirical Bayes correction that attempted to correct a selection bias for large-scale data. |
| title | Local empirical Bayes correction for Bayesian modeling |
| topic | Methodology Statistics Theory |
| url | https://arxiv.org/abs/2506.11424 |