g-prior

structure and uncertainty, Bristol, Sept. 26

September 26, 2012 | xi'an

Another day full of interesting and challenging—in the sense they generated new questions for me—talks at the SuSTain workshop. After another (dry and fast) run around the Downs; Leo Held started the talks with one of my favourite topics, namely the theory of g-priors in generalized linear models. ... [Read more...]

Hyper-g priors

August 30, 2010 | xi'an

Earlier this month, Daniel Sabanés Bové and Leo Held posted a paper about g-priors on arXiv. While I glanced at it for a few minutes, I did not have the chance to get a proper look at it till last Sunday. The g-prior was first introduced by the late ... [Read more...]

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