Applied analysis on the Bayesian student-t "Robust" regression model with Jeffrey's prior. Compared its model performance and robustness of posterior distributions with the Gaussian model when outliers are present.
outliers
bayesian
monte-carlo-simulation
bayesian-inference
bayesian-statistics
markov-chain-monte-carlo
gibbs-sampling
regression-analysis
robust-regresssion
student-t-regresssion
jeffreys-prior
non-informative-priors
scale-mixtures-of-normals
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Updated
Dec 7, 2018 - R