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stat.ME2021★ 3 cited
Robustness against conflicting prior information in regression
Philippe Gagnon
Including prior information about model parameters is a fundamental step of any Bayesian statistical analysis. It is viewed positively by some as it allows, among others, to quanti…
stat.ME2021
Optimal scaling of random-walk Metropolis algorithms using Bayesian large-sample asymptotics
Sebastian M Schmon, Philippe Gagnon
High-dimensional limit theorems have been shown useful to derive tuning rules for finding the optimal scaling in random-walk Metropolis algorithms. The assumptions under which weak…