The ARR2 prior: flexible predictive prior definition for Bayesian auto-regressions

30 May 2024

Papers citing "The ARR2 prior: flexible predictive prior definition for Bayesian auto-regressions"

3 / 3 papers shown

Title
Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC Aki Vehtari Andrew Gelman Jonah Gabry 61 4,014 0 16 Jul 2015
Comparison of Bayesian predictive methods for model selection Juho Piironen Aki Vehtari 58 280 0 30 Mar 2015
Dirichlet-Laplace priors for optimal shrinkage A. Bhattacharya D. Pati Natesh S. Pillai David B. Dunson 76 439 0 21 Jan 2014