Statistics, Bayesian Statistics, Optimization And Ml, Machine Learning, Programming.
prior P(η) to be noninformative. So we want to know: In what parameterization, would P(y|η) be data translated? How to Parameterize the shrinkage prior? Before thinking about how to parameterize λ, let’s characterize the likelihood function for λ. Expanding the integrand, we have where and Observe