Empirical Bayes hyperparameter tuning approximates an oracle Bayesian posterior at a faster rate than Bernstein-von Mises theorems in parametric models, including non-identifiable overfitted mixtures.
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Empirical Bayes in Bayesian learning: understanding a common practice
Empirical Bayes hyperparameter tuning approximates an oracle Bayesian posterior at a faster rate than Bernstein-von Mises theorems in parametric models, including non-identifiable overfitted mixtures.