Population Empirical Bayes

  title={Population Empirical Bayes},
  author={Alp Kucukelbir and David M. Blei},
Bayesian predictive inference employs a model to analyze a dataset and make predictions about new observations. When a model does not match the data, predictive accuracy su ers. We develop population empirical Bayes ( ), a hierarchical framework that explicitly models the empirical population distribution as part of Bayesian analysis. We introduce a latent dataset as a hierarchical variable and set the empirical population as its prior. This leads to a new predictive density that mitigates… CONTINUE READING
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