Using Empirical Bayes to approximate posteriors for large "black box" estimators
The Unofficial Google Data Science Blog
NOVEMBER 4, 2015
These estimates can be useful to make risk-adjusted decisions and explore-exploit trade-offs, or to find situations where the underlying regression method is particularly good or bad. 4] Bradley Efron, "Large-Scale Inference: Empirical Bayes Methods for Estimation, Testing, and Prediction" , Cambridge University Press, 2013.
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