http://www.johndcook.com/blog/2009/05/11/r-package-for-robust-priors/ The blog of John D. Cook Sat, 31 Jul 2010 07:45:27 -0400 http://wordpress.org/?v=2.8.4 hourly 1 http://www.johndcook.com/blog/2009/05/11/r-package-for-robust-priors/comment-page-1/#comment-17466 Gene Harris Fri, 15 May 2009 02:45:10 +0000 http://www.johndcook.com/blog/?p=2267#comment-17466 Nice abstract. Now I want to read the paper. Nice abstract. Now I want to read the paper.

]]> http://www.johndcook.com/blog/2009/05/11/r-package-for-robust-priors/comment-page-1/#comment-17315 Alex Tue, 12 May 2009 03:24:33 +0000 http://www.johndcook.com/blog/?p=2267#comment-17315 Cool! I've been quite interested by the use of fat-tailed priors in Bayesian analysis since Gelman et al's paper on weak priors (http://www.stat.columbia.edu/~gelman/research/published/priors11.pdf), and I've recently been experimenting with the use of fat-tailed distributions for robust hierarchical modeling. Nice to see some software for it. Cool! I’ve been quite interested by the use of fat-tailed priors in Bayesian analysis since Gelman et al’s paper on weak priors (http://www.stat.columbia.edu/~gelman/research/published/priors11.pdf), and I’ve recently been experimenting with the use of fat-tailed distributions for robust hierarchical modeling. Nice to see some software for it.

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