2 papers
math.ST2026
Bayesian Multiplicity Correction in the Probabilistic Forward Stepwise Framework
Andrew Womack, Daniel Taylor-Rodriguez
We develop a natural Bayesian multiplicity-correcting prior distribution within the probabilistic forward stepwise representation of model space priors for regression problems. The…
stat.ME2025
The matryoshka doll prior: principled multiplicity correction in Bayesian model comparison
Andrew J Womack, Daniel Taylor-Rodriguez, Claudio Fuentes
This paper introduces a general and principled construction of model space priors with a focus on regression problems. The proposed formulation regards each model as a `local` null…