Questions tagged [empirical-bayes]

Procedures for statistical inference in which the prior distribution is estimated from the data.

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Empirical Bayes normal-normal posterior

Here, on slide 6, the author gives an expression for the posterior mean (empirical Bayes, denoted $\hat \beta^{EB}$) of the setting described in slides 5 and 6. There is an unwritten assumption: $\hat ...
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Empirical Bayes (In)Admissibility

Sticking to a pure Bayesian approach to statistics with proper priors most of the time leads to admissible estimators. Nevertheless there is good reason to use Empirical Bayes in many cases, and the ...
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Is expectation maximization an example of empirical Bayes?

I don't think I truly understand what methods are classified as "empirical Bayes". Is expectation maximization considered an example of this?
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Why the local Bayes fdr is greater than the Bayes FDR?

My question is related to empirical Bayes and large-scale inference. It is explained that the local Bayes false discovery rate (fdr) is greater than the Bayes false discovery rate (FDR). It is argued ...
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297 views

How to calculate the inverse cdf for a sample with unknown distribution?

I'm stuck with an exercise that I'll just write down first: Based on a sample $x_1,...,x_{47}$, that can be considered coming from an unknown distribution, we study a qq-plot where the empirical ...
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Get posterior distribution of categorical variable given empirical continuous-categorical priors?

Suppose I have categorical variable $Z \in D$ defined for some finite domain $D$. I also have a continuous variable $X \in \mathbb{R}$ which is observed. From historical data samples I have the ...
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question about empirical Bayes(EB)

In David Robinson's blog:Understanding empirical Bayes estimation (using baseball statistics) he used the hit ratio to fit the beta distribution as a prior distribution,Where hit rate = hits/total. ...
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Why does Empirical Bayes work in my simple case?

I have a problem where I am trying to classify data into two groups using a single parameter. The distribution of this parameter is Gaussian for two groups, so what I'm dealing with is two overlapping ...