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stat.ME2022★ 1 cited
Testing for the Important Components of Posterior Predictive Variance
Dean Dustin, Bertrand Clarke
We give a decomposition of the posterior predictive variance using the law of total variance and conditioning on a finite dimensional discrete random variable. This random variable…
stat.ME2022
Predictive Criteria for Prior Selection Using Shrinkage in Linear Models
Dean Dustin, Bertrand Clarke, Jennifer Clarke
Choosing a shrinkage method can be done by selecting a penalty from a list of pre-specified penalties or by constructing a penalty based on the data. If a list of penalties for a c…