EPISODE · Feb 20, 2017 · 18 MIN
Empirical Bayes
from Linear Digressions · host Katie Malone
Say you're looking to use some Bayesian methods to estimate parameters of a system. You've got the normalization figured out, and the likelihood, but the prior... what should you use for a prior? Empirical Bayes has an elegant answer: look to your previous experience, and use past measurements as a starting point in your prior. Scratching your head about some of those terms, and why they matter? Lucky for you, you're standing in front of a podcast episode that unpacks all of this.
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Empirical Bayes
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