Related papers: Adaptive Monotone Shrinkage for Regression
Isotonic regression or monotone function estimation is a problem of estimating function values under monotonicity constraints, which appears naturally in many scientific fields. This paper proposes a new Bayesian method with global-local…
A large empirical literature regresses outcomes on empirical Bayes shrinkage estimates of value-added, yet little is known about whether this approach leads to unbiased estimates and valid inference for the downstream regression…
To recover a low rank structure from a noisy matrix, truncated singular value decomposition has been extensively used and studied. Recent studies suggested that the signal can be better estimated by shrinking the singular values. We pursue…
This paper presents a novel approach to constructing estimators that dominate the classical James-Stein estimator under the quadratic loss for multivariate normal means. Building on Stein's risk representation, we introduce a new sufficient…
Shrinkage estimation usually reduces variance at the cost of bias. But when we care only about some parameters of a model, I show that we can reduce variance without incurring bias if we have additional information about the distribution of…
Consider the problem of estimating a multivariate normal mean with a known variance matrix, which is not necessarily proportional to the identity matrix. The coordinates are shrunk directly in proportion to their variances in Efron and…
We propose Stein-type estimators for zero-inflated Bell regression models by incorporating information on model parameters. These estimators combine the advantages of unrestricted and restricted estimators. We derive the asymptotic…
In this work, we address the problem of Hessian inversion bias in distributed second-order optimization algorithms. We introduce a novel shrinkage-based estimator for the resolvent of gram matrices which is asymptotically unbiased, and…
Large-scale kernel approximation is an important problem in machine learning research. Approaches using random Fourier features have become increasingly popular [Rahimi and Recht, 2007], where kernel approximation is treated as empirical…
We develop and analyze empirical Bayes Stein-type estimators for use in the estimation of causal effects in large-scale online experiments. While online experiments are generally thought to be distinguished by their large sample size, we…
Wavelet shrinkage estimators are widely applied in several fields of science for denoising data in wavelet domain by reducing the magnitudes of empirical coefficients. In nonparametric regression problem, most of the shrinkage rules are…
The James-Stein estimator is an estimator of the multivariate normal mean and dominates the maximum likelihood estimator (MLE) under squared error loss. The original work inspired great interest in developing shrinkage estimators for a…
In the setting of multi-armed trials, adaptive designs are a popular way to increase estimation efficiency, identify optimal treatments, or maximize rewards to individuals. Recent work has considered the case of estimating the effects of K…
In this paper, we propose the application of shrinkage strategies to estimate coefficients in the Bell regression models when prior information about the coefficients is available. The Bell regression models are well-suited for modeling…
In this paper, we apply shrinkage strategies to estimate regression coefficients efficiently for the high-dimensional multiple regression model, where the number of samples is smaller than the number of predictors. We assume in the sparse…
Many statistical applications require an estimate of a covariance matrix and/or its inverse. When the matrix dimension is large compared to the sample size, which happens frequently, the sample covariance matrix is known to perform poorly…
We consider a regression framework where the design points are deterministic and the errors possibly non-i.i.d. and heavy-tailed (with a moment of order $p$ in $[1,2]$). Given a class of candidate regression functions, we propose a…
In this paper we will consider the estimation of a monotone regression (or density) function in a fixed point by the least squares (Grenander) estimator. We will show that this estimator is fully adaptive, in the sense that the attained…
We study the problem of estimating piecewise monotone vectors. This problem can be seen as a generalization of the isotonic regression that allows a small number of order-violating changepoints. We focus mainly on the performance of the…
In this paper, we consider simultaneous estimation of Poisson parameters in situations where we can use side information in aggregated data. We use standardized squared error and entropy loss functions. Bayesian shrinkage estimators are…