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Nonparametric empirical Bayes estimator in simultaneous estimation of Poisson means with application to mass spectrometry data

机译:泊松均值同时估计中的非参数经验贝叶斯估计器及其在质谱数据中的应用

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摘要

We consider the problem of simultaneous Poisson mean vector estimation and discuss the performance of nonparametric empirical Bayes (NPEB) estimator from the view point of risk consistency. We define the structural uniform risk consistency with respect to some classes of priors and show that the NPEB estimator achieves a structural uniform risk consistency with respect to some class of priors. It is shown that the NPEB estimator performs better than the maximum-likelihood estimator (MLE) and James-Stein estimators from the view point of structural uniform risk consistency. We also present numerical studies which support the asymptotic results and compare with the MLE and James-Stein-type estimators. We provide a real example of mass spectrometry data from a breast cancer study in Sauter et al. [Sauter, E.R., Davis, W., Qin, W., Scanlon, S., Mooney, B., Bromert, K., and Folk, W.R. (2009), 'Identification of a /i-Casein-Like Peptide in Breast Nipple Aspirate Fluid that is Associated with Breast Cancer', Biomarkers in Medicine, 3, 577-588] with comparison of various estimators.
机译:我们考虑了同时泊松均值向量估计的问题,并从风险一致性的角度讨论了非参数经验贝叶斯(NPEB)估计器的性能。我们定义了关于某些先验类别的结构统一风险一致性,并表明NPEB估计器实现了关于某些先验类别的结构统一风险一致性。从结构统一风险一致性的角度来看,NPEB估计器的性能优于最大似然估计器(MLE)和James-Stein估计器。我们还提出了支持渐近结果的数值研究,并与MLE和James-Stein型估计量进行了比较。我们提供了来自Sauter等人的乳腺癌研究中质谱数据的真实示例。 [Sauter,ER,Davis,W.,Qin,W.,Scanlon,S.,Mooney,B.,Bromert,K.,and Folk,WR(2009),'I-酪蛋白类似肽的鉴定与乳腺癌相关的乳头抽吸液”,《医学生物标志》,第3卷,第577-588页,其中有各种估计量的比较。

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