Figure 4

Shrinkage of the cML estimate using the posterior mean or the MAP estimate. Plots of the analytical formulae for the conditional posterior mean E(g _j | g _-j ,y) (Figures 4A and 4C) as given in Appendix 1 of [13] and the MAP estimate of g _j (Figures 4B and 4D) as given by equation (7) with the posterior probability γ _j given by equation (A4). All plots have G _j (the conditional ML estimate of g _j ) on the horizontal axis. G _j is in σ units as all plots use σ = 1.