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Archive of posts tagged priors

Computational and statistical issues with uniform interval priors

There are two anti-patterns* for prior specification in Stan programs that can be sourced directly to idioms developed for BUGS. One is the diffuse gamma priors that Andrew’s already written about at length. The second is interval-based priors. Which brings us to today’s post. Interval priors An interval prior is something like this in Stan […]

A fistful of Stan case studies: divergences and bias, identifying mixtures, and weakly informative priors

Following on from his talk at StanCon, Michael Betancourt just wrote three Stan case studies, all of which are must reads: Diagnosing Biased Inference with Divergences: This case study discusses the subtleties of accurate Markov chain Monte Carlo estimation and how divergences can be used to identify biased estimation in practice.   Identifying Bayesian Mixture […]