BSCB-vignette17 hours ago
Bayesian simultaneous credible bands for the polynomial model | Overview | 1. Simulate Data | 2. Construct the Bands | BSCB-C: BSCB under the Normal-Gamma conjugate prior | BSCB-I-J: BSCB under the independent Jeffreys prior | BSCB-H-C: BSCB under the normal-half-Cauchy prior(0,2) implemented via HMC | BPCB-I-J: BPCB under the independent Jeffreys prior | 3. Evaluate Bands over a Grid and Plot | 4. Evaluate Coverage | Empirical Simultaneous Coverage Rate (ESCR) | Posterior Simultaneous Coverage Probability (PSCP) | Summary Table
