A primarily internal function used in calcfrex
.
js.estimate(prob, ct)
the MLE estimate of the discrete probability distribution
the count of words observed to estimate that distribution
This calculates a James-Stein type shrinkage estimator for a discrete probability distribution regularizing towards a uniform distribution. The amount of shrinkage is a function of the variance of MLE and the L2 norm distance from the uniform.
This function is based off the ideas in Hausser and Strimmer (2009)
Hausser, Jean, and Korbinian Strimmer. "Entropy inference and the James-Stein estimator, with application to nonlinear gene association networks." Journal of Machine Learning Research 10.Jul (2009): 1469-1484.