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stat.ME2017
Introducing Inner Nested Sampling
H. R. N. van Erp, R. O. Linger, P. H. A. J. M. van Gelder
In this paper we will give a Monte Carlo algorithm by which the moments of a functions of Dirichlet probability distributions can be estimated. This algorithm is called Inner Neste…
stat.ME2013
Deriving Proper Uniform Priors for Regression Coefficients, Part II
H. R. N. van Erp, R. O. Linger, P. H. A. J. M. van Gelder
It is a relatively well-known fact that in problems of Bayesian model selection improper priors should, in general, be avoided. In this paper we derive a proper and parsimonious un…