Revisiting Stein's paradox: multi-task averaging

MaRDI QIDQ5249585zbMATH OpenFDO

Authors Sergey Feldman, B. A. Frigyik, Maya R. Gupta

Publication date 6 May 2015

Full work available at URL http://jmlr.csail.mit.edu/papers/v15/feldman14a.html

zbMATH Keywords

James-Steinmulti-task learningStein's paradox

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Minimax procedures in statistical decision theory (62C20) Ridge regression; shrinkage estimators (Lasso) (62J07)

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