3 papers
stat.ME2025
Local empirical Bayes correction for Bayesian modeling
Yoshiko Hayashi
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…
stat.ME2025
Robust local empirical Bayes correction for Bayesian modeling
Yoshiko Hayashi
This paper investigates a robust empirical Bayes correction for Bayesian modeling. We show the application of the model on income distribution. Income shock includes temporal and p…
stat.ME2024
Robust Bayesian Modeling with Adaptive Posterior FDR Control for Large-Scale Data
Yoshiko Hayashi
Controlling the false discovery rate (FDR) is a critical challenge in large-scale data analysis, particularly in the presence of outliers. A common practice involves imposing a Stu…