Diana Cai

Simulation-Based Empirical Bayes

Xinwei Shen, Diana Cai, Cheng Zhang, David M. Blei

Empirical Bayes (EB) performs simultaneous inference across many related latent variables. Classical EB assumes that the likelihood p(x | z) is tractable. In many scientific applications, however, the likelihood is available only through a simulator. This paper develops EB for su…Read more