A Conceptual Introduction to Bayesian Model Averaging

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A short introduction to information theory and Bayesian Model Averaging

1.2. Optimal code length for a known source. In the case when PXn (the distribution of X n = (X1, . . . , Xn)) is known and c is arbitrary, minimizing the code length is achieved by sorting A in order of decreasing probabilities. More precisely, let us write A = {bi, i = 1, . . . , d}, where d = |A| is the size of the alphabet and where the blocks of n letters are indexed by order of decreasing...

متن کامل

Predicting waste generation using Bayesian model averaging

A prognosis model has been developed for solid waste generation from households in Hoi An City, a famous tourist city in Viet Nam. Waste sampling, followed by a questionnaire survey, was carried out to gather data. The Bayesian model average method was used to identify factors significantly associated with waste generation. Multivariate linear regression analysis was then applied to evaluate th...

متن کامل

Bayesian Model Averaging: A Tutorial

Standard statistical practice ignores model uncertainty. Data analysts typically select a model from some class of models and then proceed as if the selected model had generated the data. This approach ignores the uncertainty in model selection, leading to over-confident inferences and decisions that are more risky than one thinks they are. Bayesian model averaging (BMA) provides a coherent mec...

متن کامل

Tuned Bayesian Model Averaging

In this paper, we suggest an empirical Bayes-type prior for the model space in Bayesian model averaging (BMA) in a method we call tuned Bayesian model averaging (tBMA). This method relies on leave-one-out cross validation to choose a hyper-parameter that will cause the averaging process to favor either smaller or richer models in the prior distribution over the models. We find that this method ...

متن کامل

Bayesian Model Averaging

Bayesian Model averaging is a natural response to model uncertainty. It has become an important practical tool for dealing with model uncertainty, in particular in empirical settings with large numbers of potential models and relatively limited numbers of observations. Most of this paper focuses on the problem of variable selection in normal linear regression models, but also briefly considers ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Advances in Methods and Practices in Psychological Science

سال: 2020

ISSN: 2515-2459,2515-2467

DOI: 10.1177/2515245919898657