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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] 4] Bradley Efron, "Large-Scale Inference: Empirical Bayes Methods for Estimation, Testing, and Prediction" , Cambridge University Press, 2013.

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