Scricciolo, Catia; Rousseau, Judith; Rizzelli, Stefano; … - Université Paris-Dauphine (Paris IX) - 2014
Empirical Bayes methods are often thought of as a bridge between classical and Bayesian inference. In fact, in the literature the term empirical Bayes is used in quite diverse contexts and with different motivations. In this article, we provide a brief overview of empirical Bayes methods...
