Important features of multivariate linear regression are emphasised and a selection of prior distributions discussed. Priors used by Brown and Zidek (1978) lead them to a class of 'empirical' Bayes shrinkage estimates. The strength of shrinkage is examined with respect to an election forecasting example where observations obtain one after another.
Discussion on the papers by Mouchart, Michel and Simar, Léopold, Least squares approximation in Bayesian analysis and by Lindley, Dennis V., Approximate Bayesian methods, both of them part of a round table on Approximations held in the First International Congress on Bayesian Methods (Valencia, Spain, 28 May - 2 June 1979).
Discussion on the papers by Makov, Udi E., Approximation of unsupervised Bayes learning procedures, Smith, Adrian F. M., Change-Point problems: approaches and applications and by Harrison, P. J. and Smith Jim Q., Discontinuity, decision and conflict, the three of them part of a round table on Sequential learning, discontinuities and changes held in the First International Congress on Bayesian Methods (Valencia, Spain, 28 May - 2 June 1979).
Discussion on the papers by Freeman, Peter R., On the number of outliers in data from a linear model and by Box, George E. P., Sampling inference, Bayes' inference and robustness in the advancement of learning, both of them part of a round table on Sensitivity to models held in the First International Congress on Bayesian Methods (Valencia, Spain, 28 May - 2 June 1979).
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