Expressing regret: a unified view of credible intervals

Papers and other material:

• Discussion [.pdf] of a Bayesian Analysis discussion paper by Harland Campbell and Paul Gustafson (May 2024)
• Slides for a talk at the University of Edinburgh (April 2024) [.pdf]
• Slides for a talk at the RSS, in Aberdeen, UK (September 2022) [.pdf]
• Expressing regret: a unified view of credible intervals (2022, TAS)
• R script for the analyses in this paper [.R]
• Bayesian optimality and intervals for Stein-type estimates (2021, Stat)
• R script for the analyses in this paper [.zip]