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Using Empirical Bayes to approximate posteriors for large "black box" estimators

The Unofficial Google Data Science Blog

Brendan McMahan et al, "Ad Click Prediction: a View from the Trenches" , Proceedings of the 19th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining (KDD), 2013. [3] 3] Bradley Efron, "Robbins, Empirical Bayes, and Microarrays" , Technical Report, 2003. [4]

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