I always have wondered why is so common to give a Cauchy prior to the residual error (\sigma) in ODE models. From the prior choice recommendations page, I know that a Cauchy distribution can be considered as a weak prior. However, why not give another weakly informative prior to \sigma? Is there a …

Why Cauchy as prior for residual error in ODE models?

betanalpha July 19, 2018, 2:20am 3

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Cross-classified Hierarchical Model, Heterogenous Variances

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