Here is the link: http://www.stat.columbia.edu/~gelman/research/unpublished/*prior*s7.pdf
On Mon, Jun 6, 2011 at 4:39 AM, Ted Dunning <[email protected]> wrote: > This paper has good guidance. > > I think that their recommendation of df=1 and scale=2.5 is very reasonable. > Their suggestion of mean subtraction would be disastrous, but much of the > rest is very good. > > df=0.5 is a very (VERY) long tailed distribution. Even for df=1, there is > no mean or variance. > > I would actually consider using df=2 as well. > > In practice, I have found that the L1 prior encourages sparsity more > strongly than the T prior. It does, however, entangle the regularization > factor with the scale of the prior. > > > On Mon, Jun 6, 2011 at 1:06 AM, XiaoboGu <[email protected]> wrote: > >> Is 0.5 a good point to start? >> >> >
