Invariant Prior Distributions

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Reliability Characteristics of the Maxwell Distribution: A Bayes Estimation Study (2005, background): “Howlader and Hossain ( 1998 ) derived the Highest Posterior Density intervals for Θ, average speed of the molecules, as well as for a future observation considering an asymptotically locally invariant prior proposed by Hartigan ( 1964 ).”
A weakly informative default prior distribution for logistic and other regression models (2008, methodology): “in the way that Jeffreys’ prior—or ours—can be implemented. One approach for going further, discussed by MacLehose et al. (2006) and Dunson, Herring, and Engel (2006), is to use mixture prior distributions for logistic regressions with large numbers of predictors.”
Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models (2008, background): “The M -prior has certain optimality properties which may be found in Hartigan (1964, 1998).”