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...

Bayesian inference is attractive for its coherence and good frequentist properties. However, eliciting a honest prior may be difficult and a common practice is to take an empirical Bayes approach, using some empirical estimate of the prior hyperparameters. Despite not rigorous, the underlying...

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...