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Variance Adaptive Shrinkage (vash): Flexible Empirical Bayes estimation of variances
[article]
2016
bioRxiv
pre-print
We consider the problem of estimating variances on a large number of "similar" units, when there are relatively few observations on each unit. This problem is important in genomics, for example, where it is often desired to estimate variances for thousands of genes (or some other genomic unit) from just a few measurements on each. A common approach to this problem is to use an Empirical Bayes (EB) method that assumes the variances among genes follow an inverse-gamma distribution. Here we
doi:10.1101/048660
fatcat:vugnbzinenawvjghlz3lbewcs4