In general Bayesian regression is pretty similar to frequentist regression—it should be easy to convert them over.
It can be more difficult in the context of model averaging though. RJMCMC isn’t intuitive for many people and the alternatives aren’t necessarily simple. This really depends on whether the dimension of the parameter space is constant across models.
In general Bayesian regression is pretty similar to frequentist regression—it should be easy to convert them over.
It can be more difficult in the context of model averaging though. RJMCMC isn’t intuitive for many people and the alternatives aren’t necessarily simple. This really depends on whether the dimension of the parameter space is constant across models.