Shrinkage priors to fit big models on small samples – Sara van Erp

During this workshop we will discuss shrinkage priors. Shrinkage priors are especially useful in models that are large compared to the amount of data available, for example regression models with more predictors than observations. You will learn when and how to use shrinkage priors and get some hands-on experience using the software program Stan.

Sara van Erp
Utrecht University