Bias-variance trade-off for prequential model list selection
From MaRDI portal
Publication:657069
DOI10.1007/s00362-009-0289-6zbMath1229.62072OpenAlexW1994522454MaRDI QIDQ657069
Ernest Fokoué, Bertrand S. Clarke
Publication date: 13 January 2012
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-009-0289-6
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian inference (62F15) Sequential estimation (62L12)
Related Items (3)
Using stacking to average Bayesian predictive distributions (with discussion) ⋮ Prequential omnibus goodness-of-fit tests for stochastic processes: A numerical study ⋮ Unnamed Item
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Choosing the link function and accounting for link uncertainty in generalized linear models using Bayes factors
- Introducing model uncertainty by moving blocks bootstrap
- Prequential probability: principles and properties
- Decomposing posterior variance
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Prediction of response values in linear regression models from replicated experiments
- Optimal predictive model selection.
- An averaging approach to prediction
- Atomic Decomposition by Basis Pursuit
- Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
- Time-frequency localization operators: a geometric phase space approach
- Atomic Decomposition by Basis Pursuit
- Bayesian Model Averaging for Linear Regression Models
- Frequentist Model Average Estimators
- The Variable Selection Problem
- Bayes Factors
This page was built for publication: Bias-variance trade-off for prequential model list selection