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.
Authors
- Nilson Chapagain
Institutions
- Texas A&M University (US)
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