Evidence record 563 · automatically gathered

XMSE-Aware Adaptive Empirical Bayes Estimation

Empirical Bayes (EB) estimators can match the first-order asymptotic risk of maximum likelihood (ML) while behaving very differently at second order: recent excess mean squared error (XMSE) analysis shows that kernel-based EB estimation may be worse than ML when the kernel is poorly aligned with the true parameter. This paper turns that diagnostic into a design principle. We propose an XMSE-aware mixed estimator that interpolates between ML and EB shrinkage. Its fixed-weight XMSE is a scalar qua

Record details

Published: 25 June 2026
Source: arXiv
Category: Research
Topics: Healthcare
Retrieved: 14 July 2026

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ethics.ai (25 June 2026), “XMSE-Aware Adaptive Empirical Bayes Estimation,” evidence record 563, https://ethics.ai/record/563 (originally published by arXiv).

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