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math.ST2025★ 1 cited
Simple proof of robustness for Bayesian heavy-tailed linear regression models
Philippe Gagnon
In the Bayesian literature, a line of research called resolution of conflict is about the characterization of robustness against outliers of statistical models. The robustness char…
math.ST2022★ 5 cited
Theoretical properties of Bayesian Student- linear regression
Philippe Gagnon, Yoshiko Hayashi
Bayesian Student- linear regression is a common robust alternative to the normal model, but its theoretical properties are not well understood. We aim to fill some gaps by provi…