Using Empirical Bayes to approximate posteriors for large "black box" estimators
The Unofficial Google Data Science Blog
NOVEMBER 4, 2015
References [1] Omkar Muralidharan, Amir Najmi "Second Order Calibration: A Simple Way To Get Approximate Posteriors" , Technical Report, Google, 2015. [2] 3] Bradley Efron, "Robbins, Empirical Bayes, and Microarrays" , Technical Report, 2003. [4]
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