3 ms·
> Is not empirical Bayes basically the same thing, but with priors stemming from the known data? Yes. The problem is that either you end up using the data twic
by CrazyStat 6y ago
> Is not empirical Bayes basically the same thing, but with priors stemming from the known data?
Yes. The problem is that either you end up using the data twice (once in the prior and once in the likelihood) or you have to choose how to split the data between the prior and likelihood, which can lead to other problems (particularly if you want to compare different models).
- ethelward 6y agoThanks!