Empirical Bayes Deconvolution
An unknown prior density $g(\theta)$ has yielded (unobservable)
$\Theta_1, \Theta_2,\ldots,\Theta_N$, and each $\Theta_i$ produces an
observation $X_i$ from an exponential family. deconvolveR is an R
package for estimating prior distribution $g(\theta)$ from the data
using Empirical Bayes deconvolution.
Details and examples may be found in the paper by Narasimhan and Efron, 2020. A vignette with further examples is also provided.