Using Empirical Bayes to approximate posteriors for large "black box" estimators
The Unofficial Google Data Science Blog
NOVEMBER 4, 2015
Limitations Second order calibration, like ordinary calibration, is intended to be easy and useful, not comprehensive or optimal, and it shares some of ordinary calibration’s limitations. References [1] Omkar Muralidharan, Amir Najmi "Second Order Calibration: A Simple Way To Get Approximate Posteriors" , Technical Report, Google, 2015. [2]
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