Re:Bayes’ Theorem in the 21st Century (2013) [pdf]
by improbable22 on Sunday October 14, 2018 @05:46PM
(#18215600)
Jeffreys / reference priors also have some weird behaviour in high dimensions. You may enjoy this attempt to do better, without giving up reparameterization invariance:
https://arxiv.org/abs/1705.01166