58 citations · 58 across the 2 of their papers we have counts for
2 papers
stat.CO2024
The ARR2 prior: flexible predictive prior definition for Bayesian auto-regressions
David Kohns, Noa Kallioinen, Yann McLatchie +1
We present the ARR2 prior, a joint prior over the auto-regressive components in Bayesian time-series models and their induced . Compared to other priors designed for times-ser…
stat.ME2021★ 58 cited
Detecting and diagnosing prior and likelihood sensitivity with power-scaling
Noa Kallioinen, Topi Paananen, Paul-Christian Bürkner +1
Determining the sensitivity of the posterior to perturbations of the prior and likelihood is an important part of the Bayesian workflow. We introduce a practical and computationall…