Bayesian Regularization for Graphical Models With Unequal Shrinkage
نویسندگان
چکیده
منابع مشابه
Double shrinkage empirical Bayesian estimation for unknown and unequal variances
In this paper, we construct a point estimator when assuming unequal and unknown variances by using the empirical Bayes approach in the classical normal mean problem. The proposed estimator shrinks both means and variances, and is thus called the double shrinkage estimator. Extensive numerical studies indicate that the double shrinkage estimator has lower Bayes risk than the estimator which shri...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2018
ISSN: 0162-1459,1537-274X
DOI: 10.1080/01621459.2018.1482755