相关论文: Shrinkage Confidence Procedures

Bounded confidence opinion dynamics model the propagation of information in social networks. However in the existing literature, opinions are only viewed as abstract quantities without semantics rather than as part of a decision-making…

When shrinking a covariance matrix towards (a multiple) of the identity matrix, the trace of the covariance matrix arises naturally as the optimal scaling factor for the identity target. The trace also appears in other context, for example…

We consider the problem of finding a proper confidence interval for the mean based on a single observation from a normal distribution with both mean and variance unknown. Portnoy (2017) characterizes the scale-sign invariant rules and shows…

Projected priors were originally introduced to accommodate parameter constraints, but have recently regained popularity due to their ability to assign probability mass to low-dimensional parameter sets, such as the spaces of sparse vectors,…

Confidence limits are common place in physics analysis. Great care must be taken in their calculation and use, especially in cases of limited statistics when often one-sided limits are quoted. In order to estimate the stability of the…

Over the past two decades, shrinkage priors have become increasingly popular, and many proposals can be found in the literature. These priors aim to shrink small effects to zero while maintaining true large effects. Horseshoe-type priors…

Variable selection has received widespread attention over the last decade as we routinely encounter high-throughput datasets in complex biological and environment research. Most Bayesian variable selection methods are restricted to mixture…

Corrected confidence intervals are developed for the mean of the second component of a bivariate normal process when the first component is being monitored sequentially. This is accomplished by constructing a first approximation to a…

This paper is concerned with the simultaneous estimation of $k$ population means when one suspects that the $k$ means are nearly equal. As an alternative to the preliminary test estimator based on the test statistics for testing hypothesis…

In recent years, a rich variety of shrinkage priors have been proposed that have great promise in addressing massive regression problems. In general, these new priors can be expressed as scale mixtures of normals, but have more complex…

This paper introduces a novel Bayesian approach for variable selection in high-dimensional and potentially sparse regression settings. Our method replaces the indicator variables in the traditional spike and slab prior with continuous,…

Use of continuous shrinkage priors -- with a "spike" near zero and heavy-tails towards infinity -- is an increasingly popular approach to induce sparsity in parameter estimates. When the parameters are only weakly identified by the…

Data in non-Euclidean spaces are commonly encountered in many fields of Science and Engineering. For instance, in Robotics, attitude sensors capture orientation which is an element of a Lie group. In the recent past, several researchers…

Since the introduction of Stein's method in the early 1970s, much research has been done in extending and strengthening it; however, there does not exist a version of Stein's original method of exchangeable pairs for multivariate normal…

The paper discusses shrinkage priors which impose increasing shrinkage in a sequence of parameters. We review the cumulative shrinkage process (CUSP) prior of Legramanti et al. (2020), which is a spike-and-slab shrinkage prior where the…

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…

Bayesian shrinkage methods have generated a lot of recent interest as tools for high-dimensional regression and model selection. These methods naturally facilitate tractable uncertainty quantification and incorporation of prior information.…

If we have an unbiased estimate of some parameter of interest, then its absolute value is positively biased for the absolute value of the parameter. This bias is large when the signal-to-noise ratio (SNR) is small, and it becomes even…

Unbiased estimators are introduced for averaged Bregman divergences which generalize Stein's Unbiased (Predictive) Risk Estimator, and the minimization of these estimators is proposed as a regularization parameter selection method for…

The two-stage least-squares (2SLS) estimator is known to be biased when its first-stage fit is poor. I show that better first-stage prediction can alleviate this bias. In a two-stage linear regression model with Normal noise, I consider…