 single marginal prior p(x_i) that is the same for all i.          This expected marginal posterior is here plotted &amp; visualized as          the empirical proxy for the "right" sparsity prior for the model.</p><p>------------------------------------------------------------------------- THINGS TO NOTE:</p><p>o) the expected posterior is always a point-mass mixture ("spike-n-slab") with the atomic component at 0 having probability mass = (n-k)/n</p><p>o) so the question becomes what should the <b>continuo