arxiv: On the Use of Cauchy Prior Distributions for Bayesian Logistic Regression

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Aki Vehtari

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Jul 28, 2015, 2:18:06 AM7/28/15
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This arxiv paper is related to our prior discussions

On the Use of Cauchy Prior Distributions for Bayesian Logistic Regression
http://arxiv.org/abs/1507.07170

Aki

Andrew Gelman

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Jul 28, 2015, 11:12:28 PM7/28/15
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Interesting. Worth blogging, I suppose, to make the points that: (a) We no longer recommend Cauchy as our first-choice default, and (b) All the computations can be done in Stan, no need for all these Gibbs samplers. I’m actually surprised that anyone is writing Gibbs samplers anymore in 2015!

With current lag, it will appear on blog in 3 months!
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