Using Empirical Bayes to approximate posteriors for large "black box" estimators
The Unofficial Google Data Science Blog
NOVEMBER 4, 2015
Limitations Second order calibration, like ordinary calibration, is intended to be easy and useful, not comprehensive or optimal, and it shares some of ordinary calibration’s limitations. 4] Bradley Efron, "Large-Scale Inference: Empirical Bayes Methods for Estimation, Testing, and Prediction" , Cambridge University Press, 2013.
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