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He (and the Stan team) have been my main source of 'default priors' where I don't have a strong opinion, and am mainly looking for regularization-style properti
by confounded 9y ago
He (and the Stan team) have been my main source of 'default priors' where I don't have a strong opinion, and am mainly looking for regularization-style properties (most of the time).
- nerdponx 9y agoMany of the Gelman-style default "objective" priors aren't so hard to interpret as "I am skeptical that this parameter is non-zero".
- nonbel 9y agoGelman has been pretty adamant about the idea there probably always is some real correlation between almost any two measurements (that is why he advocates his type M and type S error concepts). Perhaps you are confusing "skeptical the parameter is far from zero" with "skeptical the parameter is non-zero". It makes a big difference.