On empirical Bayes estimation of multivariate regression coefficient
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Bibliographic record
Abstract
We investigate the empirical Bayes estimation problem of multivariate regression coefficients under squared error loss function. In particular, we consider the regression modelY=Xβ+ε, whereYis anm-vector of observations,Xis a knownm×kmatrix,βis an unknownk-vector, andεis anm-vector of unobservable random variables. The problem is squared error loss estimation ofβbased on some "previous" dataY1,…,Ynas well as the "current" data vectorYwhenβis distributed according to some unknown distributionG, whereYisatisfiesYi=Xβi+εi,i=1,…,n. We construct a new empirical Bayes estimator ofβwhenεi∼N(0,σ2Im),i=1,…,n. The performance of the proposed empirical Bayes estimator is measured using the mean squared error. The rates of convergence of the mean squared error are obtained.
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Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.000 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.001 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
Machine scores (provisional)
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Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it