[R-sig-ME] empirical bayes shrinkage

Phillip Alday ph||||p@@|d@y @end|ng |rom mp|@n|
Sat Sep 14 11:36:15 CEST 2019


Have you looked at the PyMC3 documentation?

e.g.

https://docs.pymc.io/notebooks/hierarchical_partial_pooling.html

https://docs.pymc.io/notebooks/multilevel_modeling.html

On 14/09/2019 00:33, John Poe wrote:
> Hello everyone,
>
> I'm working on a set of lecture notes for my multilevel modeling courses
> and I'm trying to track down papers on random effects shrinkage.
> Specifically, if you know of anything that contrasts fully bayesian
> hierarchical models to empirical bayes shrinkage to unbiased or
> unregularized random effects without partial pooling that would be
> extremely helpful. Anything on the subject at all would be great though!
>
> Thanks!
>
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>
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