A unified view on Bayesian varying coefficient models

  title={A unified view on Bayesian varying coefficient models},
  author={Maria Franco‐Villoria and Massimo Ventrucci and H. Rue},
  journal={Electronic Journal of Statistics},
Varying coefficient models are useful in applications where the effect of the covariate might depend on some other covariate such as time or location. Various applications of these models often give rise to case-specific prior distributions for the parameter(s) describing how much the coefficients vary. In this work, we introduce a unified view of varying coefficients models, arguing for a way of specifying these prior distributions that are coherent across various applications, avoid… 

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