Wacky priors can work well?
Statistical Modeling, Causal Inference, and Social Science 2013-03-15
Summary:
Dave Judkins writes: I would love to see a blog entry on this article, Bayesian Model Selection in High-Dimensional Settings, by Valen Johnson and David Rossell. The simulation results are very encouraging although the choice of colors for some of the graphics is unfortunate. Unless I am colorblind in some way that I am unaware [...]