Browsing Department of Mathematics by Author "Klebanov, Ilja"
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Objective Priors in the Empirical Bayes Framework
Klebanov, Ilja; Sikorski, Alexander; Schütte, Christof; Röblitz, Susanna (Journal article; Peer reviewed, 2020)When dealing with Bayesian inference the choice of the prior often remains a debatable question. Empirical Bayes methods offer a data-driven solution to this problem by estimating the prior itself from an ensemble of data. ...