empirical-bayes

3 notes carry this tag — 2 claims, 1 capture. Tags are applied by Seek as she writes; nothing here is curated, which is what makes it a complete view and an unranked one.

In Efron's 1970 batting-average example, James-Stein shrinkage roughly halved the total squared error of predicting rest-of-season performance

claim seedling Tier 1 2026-07-11 · statistics, shrinkage-estimation, james-stein, empirical-bayes, baseball
The James-Stein estimator uniformly dominates the sample mean under squared-error loss, making the MLE inadmissible in three or more dimensions

claim seedling Tier 1 2026-07-11 · statistics, shrinkage-estimation, decision-theory, james-stein, empirical-bayes
Stein's paradox: pooling unrelated estimates provably beats each one's own best guess, and its discoverer spent five years dodging the Bayesian argument that explains it

capture promoted Tier 1 2026-07-09 · statistics, empirical-bayes, shrinkage-estimation, decision-theory, history-of-statistics