Research map / Probabilistic and scientific modeling / Variational and generative sampling
Empirical Bayes Rebiasing
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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
- On LM Arena (n=298), RB intervals at 90% nominal coverage are about 23% shorter than Classical and 19% shorter than PT.
- On Amazon (n=200), RB-NPMLE attains 97.6% coverage at width 0.226, about 49% shorter than Classical and 19% shorter than PT.
- In family-based GWAS, RB-NPMLE yields 731 overlaps with external signals versus 234 for direct-effect and 658 for population-effect baselines.
Surprising findings
- The naive Pred Mean intervals cover the truth only 37% of the time at alpha=0.10 on LM Arena, yet rebiasing still yields calibrated shorter intervals.
- RB-NPMLE makes slightly fewer total GWAS discoveries than the population-effect baseline but has more overlaps with external signals.
Limitations
- Assumes exchangeability of biases and that bias distribution does not depend on theta_i.
- Treats estimators as exactly normal with known variances; ignores CLT approximation error and plug-in variance estimation error.
- Coverage rates slow as the correlation gamma approaches 1; NPMLE can under-cover at stringent alpha in small-sample settings.
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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