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Monday
15
Oct 12
3:45 PM - 4:45 PM GFS 106
Bayes and Empirical Bayes Information (Learning from the experience of others) CAMS Distinguished Lecturer
Bradley Efron Stanford University

Bayesian methods require a catalog of prior experience for the interpretation of statistical evidence. In the absence of prior information, empirical Bayes methods rely instead on a catalog of cases similar to the problem of interest. The crime rate in one small city, for example, may be estimated by modifying its observed rate with evidence from other cities.
I will give some examples that show how powerful the empirical Bayes approach can be in practice, both for estimation and testing. The use of "other" cases then raises the question of just which others are relevant, and how their information bears on the case of interest.

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