Module 6.3: Bayesian linear regression: weakly informative priors

Required:

• A First Course in Bayesian Statistical Methods by Peter D. Hoff.:
  • Section 9.2.2: Default and weakly informative prior distributions

Optional:

• Bayesian Data Analysis (Third Edition) by Andrew Gelman, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Donald Rubin.:
  • Section 14.6: Regularization and dimension reduction for multiple predictors
  • Section 14.7: Unequal variances and correlations