The Wasserstein prior

This repository contains numerical examples related to the models presented in:

Li, W. and Rubio, F.J. (2022). On a prior based on the Wasserstein information matrix. Statistics and Probability Letters, 190: 109645. https://doi.org/10.1016/j.spl.2022.109645

[arXiv]

The following links present the corresponding examples implemented in R:

1. The Wasserstein prior for the Skew Normal distribution
2. The Wasserstein prior for the Skew Normal distribution: an application
3. The Wasserstein prior for the normal linear regression model