Introduction to Empirical Bayes
A few months ago, I stumbled on to the wonderful book ‘Introduction to Empirical Bayes’ written by David Robinson. I really, really enjoyed the book (I had read the blog posts a long time ago), but this time I decided I wanted to get my hands wet with some Empirical Bayes. In this tutorial, I reproduce a lot of the work in that book. This afforded me the opportunity to gain more experience, but also gave me a nice reason to use a few famous R packages! I was really struck by how intuitive and friendly Empirical Bayes actually was. I’m looking forward to writing a part 2 to this blog post!