Empirical Bayes

Linear Digressions

• Episode: Empirical Bayes
• Website: Linear Digressions
• Feed URL: http://feeds.feedburner.com/udacity-linear-digressions?format=xml
• Duration: 00:18:57
• Published: 2017-02-20 04:30

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.