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New Criteria for the Choice of Training Sample Size for Model Selection and Prediction: The Cubic Root Rule
The size of a training sample in Objective Bayesian Testing and Model Selection is a central problem in the theory and in the practice. We concentrate here in simulated training samples and in simple hypothesis. The striking ...
Bayesian heavy-tailed models and conflict resolution: A review
(Brazilian Statistical Association, 2012)
We review a substantial literature, spanning 50 years, concerning the resolution of conflicts using Bayesian heavy-tailed models. Conflicts arise when different sources of information about the model parameters (e.g., ...