On the quantification of model uncertainty: a Bayesian perspective (Q823871)

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English	On the quantification of model uncertainty: a Bayesian perspective	scientific article

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scholarly article

On the quantification of model uncertainty: a Bayesian perspective (English)

publication date

16 December 2021

zbMATH Keywords

Bayesian model averaging

Bayesian stacking

prediction

MaRDI profile type

MaRDI publication profile

full work available at URL

https://doi.org/10.1007/s11336-021-09754-5

Stacked regressions

Model Selection and Multimodel Inference

Model Selection and Model Averaging

Predictive Statistics

Model uncertainty

The Well-Calibrated Bayesian

Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach

Benchmark priors for Bayesian model averaging.

The risk inflation criterion for multiple regression

Regressions by Leaps and Bounds

A Predictive Approach to Model Selection

Calibration and empirical Bayes variable selection

Strictly Proper Scoring Rules, Prediction, and Estimation

Model Selection and the Principle of Minimum Description Length

Frequentist Model Average Estimators

Ridge Regression: Biased Estimation for Nonorthogonal Problems

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

Scoring Rules, Generalized Entropy, and Utility Maximization

On Information and Sufficiency

A Bayes interpretation of stacking for \(\mathcal{M}\)-complete and \(\mathcal{M}\)-open settings

The Bayesian elastic net

Mixtures of <i>g</i> Priors for Bayesian Variable Selection

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

Bayesian Graphical Models for Discrete Data

Choosing a Strictly Proper Scoring Rule

Randomization-based inference about latent variables from complex samples

The Bayesian Lasso

Comparison of Bayesian predictive methods for model selection

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

Bayesian Model Averaging for Linear Regression Models

Accurate Approximations for Posterior Moments and Marginal Densities

Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC

A survey of Bayesian predictive methods for model assessment, selection and comparison

Scoring rules and the evaluation of probabilities. (With discussion)

Using stacking to average Bayesian predictive distributions (with discussion)

Regularization and Variable Selection Via the Elastic Net

Identifiers

zbMATH Open document ID

10.1007/s11336-021-09754-5

Mathematics Subject Classification ID

zbMATH DE Number

Sitelinks

Mathematics(1 entry)

mardi Publication:823871

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