3 ms·
Jeffreys / reference priors also have some weird behaviour in high dimensions. You may enjoy this attempt to do better, without giving up reparameterization inv
by improbable22 8y ago
Jeffreys / reference priors also have some weird behaviour in high dimensions. You may enjoy this attempt to do better, without giving up reparameterization invariance:
https://arxiv.org/abs/1705.01166 https://arxiv.org/abs/1705.01166