empirical bayes shrinkage
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! [[alternative HTML version deleted]]
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