Model uncertainty (Q1766316)

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Language	Label	Description	Also known as
English	Model uncertainty	scientific article

Statements

scholarly article

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Model uncertainty (English)

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zbMATH Open document ID

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10.1214/088342304000000035

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Edward I. George

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Merlise A. Clyde

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Statistical Science

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publication date

7 March 2005

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

Bayesian factors: classification

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regression trees

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model averaging

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nonparametric regression

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objective prior distributions

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reversible jump Markov chain Monte Carlo

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variable selection

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linear regression

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1214/088342304000000035

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Wavelet Thresholding via A Bayesian Approach

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Computational advances for and from Bayesian analysis

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A Monte Carlo method for computing the marginal likelihood in nondecomposable Gaussian graphical models

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Optimal predictive model selection.

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Approximations and consistency of Bayes factors as model dimension grows

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The Intrinsic Bayes Factor for Model Selection and Prediction

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Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions

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The choice of variables in multivariate regression: a non-conjugate Bayesian decision theory approach

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Multivariate Bayesian Variable Selection and Prediction

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Bayes Model Averaging with Selection of Regressors

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Importance-Weighted Marginal Bayesian Posterior Density Estimation

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Prior elicitation for model selection and estimation in generalized linear mixed models

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Prior Elicitation, Variable Selection and Bayesian Computation for Logistic Regression Models

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On Monte Carlo methods for estimating ratios of normalizing constants

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Monte Carlo methods in Bayesian computation

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Marginal Likelihood from the Gibbs Output

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Marginal Likelihood From the Metropolis–Hastings Output

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Bayesian variable selection with related predictors

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Bayesian Inference on Network Traffic Using Link Count Data

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Adaptive Bayesian Wavelet Shrinkage

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Prediction Via Orthogonalized Model Mixing

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Flexible Empirical Bayes Estimation for Wavelets

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Multiple shrinkage and subset selection in wavelets

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Empirical Bayes vs. fully Bayes variable selection

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Markov chain Monte Carlo model determination for hierarchical and graphical log-linear models

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On Bayesian model and variable selection using MCMC

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Automatic Bayesian Curve Fitting

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A Bayesian CART algorithm

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Computing Bayes Factors by Combining Simulation and Asymptotic Approximations

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A case study of stochastic optimization in health policy: Problem formulation and preliminary results

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Variable selection in qualitative models via an entropic explanatory power

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Benchmark priors for Bayesian model averaging.

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The risk inflation criterion for multiple regression

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Graph puzzles, homotopy, and the alternating group

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Model choice: a minimum posterior predictive loss approach

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Sampling-Based Approaches to Calculating Marginal Densities

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Simulating normalizing constants: From importance sampling to bridge sampling to path sampling

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The Variable Selection Problem

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Calibration and empirical Bayes variable selection

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Decomposable graphical Gaussian model determination

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Reversible jump Markov chain Monte Carlo computation and Bayesian model determination

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Spline adaptation in extended linear models

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Model Selection and the Principle of Minimum Description Length

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Bayesian model averaging: A tutorial. (with comments and a rejoinder).

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Bayesian variable selection for proportional hazards models

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Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences

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Graphical models

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Regression Selection Strategies and Revealed Priors

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Estimating Bayes Factors via Posterior Simulation With the Laplace-Metropolis Estimator

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Model Selection and Accounting for Model Uncertainty in Graphical Models Using Occam's Window

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Bayesian Graphical Models for Discrete Data

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A Bayesian Approach to Selecting Covariates for Prediction

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Bayesian Variable Selection in Linear Regression

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Nonparametric Bayesian data analysis

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Bayesian variable and link determination for generalised linear models

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Stochastic search variable selection for log-linear models

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The Schwarz criterion and related methods for normal linear models

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Bayes Factors and Approximations for Variance Component Models

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Expected-posterior prior distributions for model selection

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Approximate Bayes factors and accounting for model uncertainty in generalised linear models

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Bayesian Model Averaging for Linear Regression Models

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Hyper Inverse Wishart Distribution for Non-decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models

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Estimating the dimension of a model

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Variable Selection and Function Estimation in Additive Nonparametric Regression Using a Data-Based Prior

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Nonparametric regression using Bayesian variable selection

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A Bayesian Approach to Nonparametric Bivariate Regression

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Parsimonious Covariance Matrix Estimation for Longitudinal Data

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Proper Bayes Minimax Estimators of the Multivariate Normal Mean

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Markov chains for exploring posterior distributions. (With discussion)

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Accurate Approximations for Posterior Moments and Marginal Densities

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Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio

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Bayesian Model Averaging in Proportional Hazard Models: Assessing the Risk of a Stroke

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The Bayesian Modeling of Covariates for Population Pharmacokinetic Models

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Bayesian Variable Selection and Regularization for Time–Frequency Surface Estimation

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Efficient estimation of covariance selection models

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A Bayesian Approach to Robust Binary Nonparametric Regression

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Model Selection in Spline Nonparametric Regression

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