Bayes in the Baño

Six Short Notes on Bayesian Nonparametrics and Quantile Regression

Four of these papers were written for a 2010 reading group on Bayesian nonparametrics. They are all vaguely related to Bayesian methods for quantile regression. They are also rather irreverent about Bayesian orthodoxy. Read at your own risk, and remember the Bulgakov maxim: "Manuscripts don't burn." But some are better left as samizdat. The last two were written as comments on published papers, and are only slightly less inflammatory.



Conjugal Bayesian (Up)dating
Promiscuous Bayesian (Up)dating
Bayes in the Baño
Method of Quantiles
Living Beyond One's Means
Discussion: Posterior Inference

Comments are, of course, always welcome.