Abstract High-throughput (HT) RNA interference (RNAi) screens are increasingly used for reverse genetics and drug discovery. These experiments are laborious and costly, hence sample sizes are often very small. Powerful statistical techniques to detect siRNAs that potentially enhance treatment are currently lacking, because they do not optimally use the amount of data in the other dimension, the feature dimension. We introduce ShrinkHT, a Bayesian method for shrinking multiple parameters in a statistical model, where 'shrinkage' refers to borrowing information across features. ShrinkHT is very flexible in fitting the effect size distribution for the main parameter of interest, thereby accommodating skewness that naturally occurs when siRNAs are compared with controls. In addition, it naturally down-weights the impact of nuisance parameters (e.g. assay-specific effects) when these tend to have little effects across siRNAs. We show that these properties lead to better ROC-curves than with the popular limma software. Moreover, in a 3 + 3 treatment vs control experiment with 'assay' as an additional nuisance factor, ShrinkHT is able to detect three (out of 960) significant siRNAs with stronger enhancement effects than the positive control. These were not detected by limma. In the context of gene-targeted (conjugate) treatment, these are interesting candidates for further research. Introduction Many clinical genomics studies suffer from low power and low reproducibility caused by small sample sizes. Small sample sizes may be due to high costs per sample, low availability of genomic material (e.g. for rare diseases) or even juridical restrictions (e.g. when administering an experimental drug to patients). The philosophy behind our method is to increase power and reproducibility by retrieving as much information as possible from the vertical data direction (feature space: genes, tags, small interference RNAs (siRNAs), etc.) for estimating differential treatment effects from the horizontal data direction (sample space). In statistical terms the latter is referred to as 'shrinkage'. In a classical setting, a shrinkage estimator is a weighted average between the estimator from the concerning feature and a pooled estimator from all features. Shrinkage of dispersion-related parameters, like σ^2 for the Normal distribution, is now commonly applied to genomics data and has been implemented in popular analysis software like limma [[30]1]. We take a step further. We show that shrinking additional parameters, including the main parameter of interest, e.g. the treatment effect, may further enhance power and reproducibility. Our approach is an Empirical Bayes framework around a Full Bayes fitting method called Integrated Nested Laplace Approximation (INLA [[31]2]). Here, INLA provides a fast, flexible, versatile and accurate alternative to MCMC, whereas our framework uses the high-dimensional aspect of the data to estimate priors, which effectuates shrinkage. For the analysis of RNA-seq count data, we introduced ShrinkSeq [[32]3]. We showed its improved performance in terms of Receiver Operating Characteristic (ROC)-curves with respect to other methods like edgeR, baySeq and DESeq, in particular when the data contain many zeros and sample sizes are small. Here, we provide several extensions and new insights: 1) ability to handle high-dimensional Gaussian data; 2) model selection properties when nuisance parameters are involved; 3) flexible and powerful inference with potentially asymmetric priors. High-throughput (HT) RNA interference (RNAi) screens [[33]4] are increasingly used for reverse genetics and drug discovery. Statistical methods used for HT screens data analysis are commonly borrowed from small-molecule screens or even other types of high-dimensional data methods. However, HT screens data differs from other high-dimensional data in fundamental ways. Firstly, HT screens data are more susceptible to technical effects, as the cell culture plates are handled several times over a multiple day period, and the various experimental steps are performed by a variety of equipment. Secondly, studies currently involve a very small (1-3) number of replicates per condition. Hence, statistical inference is often absent in HT RNAi studies: only fold changes and standard deviations are mentioned. Thirdly, HT screens data typically involve a large amount of observations for controls, which serve as references for condition effect but are not of primary