{"paper":{"title":"Cluster-Seeking James-Stein Estimators","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.IT","math.ST","stat.ML","stat.TH"],"primary_cat":"cs.IT","authors_text":"K. Pavan Srinath, Ramji Venkataramanan","submitted_at":"2016-02-01T14:37:20Z","abstract_excerpt":"This paper considers the problem of estimating a high-dimensional vector of parameters $\\boldsymbol{\\theta} \\in \\mathbb{R}^n$ from a noisy observation. The noise vector is i.i.d. Gaussian with known variance. For a squared-error loss function, the James-Stein (JS) estimator is known to dominate the simple maximum-likelihood (ML) estimator when the dimension $n$ exceeds two. The JS-estimator shrinks the observed vector towards the origin, and the risk reduction over the ML-estimator is greatest for $\\boldsymbol{\\theta}$ that lie close to the origin. JS-estimators can be generalized to shrink th"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1602.00542","kind":"arxiv","version":4},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}