AShrink: Adaptive shrinkage for effect estimates and regression in Python

Effect estimates often differ in precision. Adaptive shrinkage uses information shared across estimates to learn a prior distribution and compute posterior summaries. AShrink provides this approach in Python for supplied effect estimates and for selected regression models. It supports Gaussian and Student-t measurement errors, conjugate Poisson and binomial models, multivariate Gaussian effects with supplied covariance patterns, and regression with adaptive normal-mixture priors. We distinguish conditional posterior calculations from variational approximations used in regression. Fourteen fixed cases agree with results exported from installed R reference packages under aligned settings. Installed wheels pass 116 tests in each of two macOS environments, two Linux environments and a native Windows environment. AShrink includes distribution methods, sign and null probabilities, prediction, tables, plots, and a reference manual.

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Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-10-27
DOI
https://doi.org/10.5281/zenodo.23697110
Primary Topic
Statistical Methods and Bayesian Inference
Type
preprint
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preprint

AShrink: Adaptive shrinkage for effect estimates and regression in Python

Nilson Chapagain
2 links
Zenodo (CERN European Organization for Nuclear Research)
Statistical Methods and Bayesian Inference
preprint

AShrink: Adaptive shrinkage for effect estimates and regression in Python

Nilson Chapagain
preprint en

Abstract

Effect estimates often differ in precision. Adaptive shrinkage uses information shared across estimates to learn a prior distribution and compute posterior summaries. AShrink provides this approach in Python for supplied effect estimates and for selected regression models. It supports Gaussian and Student-t measurement errors, conjugate Poisson and binomial models, multivariate Gaussian effects with supplied covariance patterns, and regression with adaptive normal-mixture priors. We distinguish conditional posterior calculations from variational approximations used in regression. Fourteen fixed cases agree with results exported from installed R reference packages under aligned settings. Installed wheels pass 116 tests in each of two macOS environments, two Linux environments and a native Windows environment. AShrink includes distribution methods, sign and null probabilities, prediction, tables, plots, and a reference manual.

Zenodo (CERN European Organization for Nuclear Research)
Texas A&M University (US)
Statistical Methods and Bayesian Inference
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