A second (re)visit to a reference paper I gave to my OxWaSP students for the last round of this CDT joint program. Indeed, this may be my first complete read of Susie Bayarri and Gonzalo Garcia-Donato 2008 Series B paper, inspired by Jeffreys’, Zellner’s and Siow’s proposals in the Normal case. (Disclaimer: I was not […]

## Search Results

## Jeffreys priors for hypothesis testing [Bayesian reads #2]

February 9, 2019## risk-adverse Bayes estimators

January 28, 2019An interesting paper came out on arXiv in early December, written by Michael Brand from Monash. It is about risk-adverse Bayes estimators, which are defined as avoiding the use of loss functions (although why avoiding loss functions is not made very clear in the paper). Close to MAP estimates, they bypass the dependence of said […]

## X entropy

November 16, 2018Another discussion on X validated related to the maximum entropy priors and their dependence on the dominating measure μ chosen to define the score. With the same electrical engineering student as previously. In the wee hours at Casa Matematicà Oaxaca. As I took the [counter-]example of a Lebesgue dominating measure versus a Normal density times […]

## questioning the Bayesian choice

November 13, 2018When I woke up (very early!) in Oaxaca, on Remembrance Day, I noticed a long question about The Bayesian Choice contents on X validated. The originator of the question (OQ) was puzzled about several statements in the book on maximum entropy methods, from the nature of the moment constraints, outside standard moments, to the existence […]