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Empirical Bayes Rebiasing

NeurIPS 2026 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Likelihood-free and graphical model estimation · 0 citations (OpenAlex)

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Proposes empirical Bayes rebiasing, which estimates the bias distribution across many tasks (NPMLE or normal) and partially undoes full debiasing to produce shorter calibrated intervals for PPI and family-based GWAS.

Problem

Constructing short calibrated confidence intervals for many parameters when each biased estimate has a noisy unbiased bias estimate; full debiasing inflates variance and yields long intervals.

Approach

Model task-level biases as drawn from an unknown distribution G learned across tasks (normal or NPMLE), then subtract the posterior mean of the bias instead of the full bias estimate, yielding a rebiased estimator and intervals that interpolate between the biased and debiased estimators; coverage is treated in a partially Bayes framework with theta_i fixed.

Key results

Surprising findings

Limitations

Experimental setup

Datasets: LM Arena human preference data (n=298 LLM pairs) Amazon product reviews (n=200 products) family-based GWAS summary statistics for human height (n=572,912 SNPs)

Benchmarks: LM Arena win-rate estimation Amazon product rating estimation synthetic Amazon PPI simulation family-based GWAS height discoveries

Metrics: empirical coverage average interval width width ratio vs Classical miscoverage rate number of BH discoveries and overlaps with external signals

Baselines: Classical Pred Mean PT (power-tuned PPI) PPI BH on direct-effect p-values BH on population-effect p-values

Builds on: prediction-powered inference power-tuned PPI NPMLE empirical Bayes Wald interval

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