Model uncertainty
From MaRDI portal
Publication:1766316
Recommendations
Cites work
- scientific article; zbMATH DE number 3122735 (Why is no real title available?)
- scientific article; zbMATH DE number 3860199 (Why is no real title available?)
- scientific article; zbMATH DE number 5769726 (Why is no real title available?)
- scientific article; zbMATH DE number 3903730 (Why is no real title available?)
- scientific article; zbMATH DE number 3945130 (Why is no real title available?)
- scientific article; zbMATH DE number 4070082 (Why is no real title available?)
- scientific article; zbMATH DE number 3677758 (Why is no real title available?)
- scientific article; zbMATH DE number 3597760 (Why is no real title available?)
- scientific article; zbMATH DE number 472921 (Why is no real title available?)
- scientific article; zbMATH DE number 472922 (Why is no real title available?)
- scientific article; zbMATH DE number 578421 (Why is no real title available?)
- scientific article; zbMATH DE number 720675 (Why is no real title available?)
- scientific article; zbMATH DE number 720676 (Why is no real title available?)
- scientific article; zbMATH DE number 735230 (Why is no real title available?)
- scientific article; zbMATH DE number 1034042 (Why is no real title available?)
- scientific article; zbMATH DE number 1515428 (Why is no real title available?)
- scientific article; zbMATH DE number 1522700 (Why is no real title available?)
- scientific article; zbMATH DE number 1522708 (Why is no real title available?)
- scientific article; zbMATH DE number 1738333 (Why is no real title available?)
- scientific article; zbMATH DE number 947416 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 1906319 (Why is no real title available?)
- scientific article; zbMATH DE number 795289 (Why is no real title available?)
- scientific article; zbMATH DE number 1423402 (Why is no real title available?)
- scientific article; zbMATH DE number 3249515 (Why is no real title available?)
- A Bayesian Approach to Nonparametric Bivariate Regression
- A Bayesian Approach to Robust Binary Nonparametric Regression
- A Bayesian CART algorithm
- A Bayesian approach to selecting covariates for prediction
- A Monte Carlo method for computing the marginal likelihood in nondecomposable Gaussian graphical models
- A case study of stochastic optimization in health policy: Problem formulation and preliminary results
- Accurate Approximations for Posterior Moments and Marginal Densities
- Accurate and stable Bayesian model selection: the median intrinsic Bayes factor.
- Adaptive Bayesian Wavelet Shrinkage
- Approximate Bayes factors and accounting for model uncertainty in generalised linear models
- Approximations and consistency of Bayes factors as model dimension grows
- Automatic Bayesian Curve Fitting
- Automatic Bayesian model averaging for linear regression and applications in Bayesian curve fitting
- Bayes Factors
- Bayes Factors and Approximations for Variance Component Models
- Bayes Model Averaging with Selection of Regressors
- Bayesian Graphical Models for Discrete Data
- Bayesian Inference on Network Traffic Using Link Count Data
- Bayesian Model Averaging for Linear Regression Models
- Bayesian Model Averaging in Proportional Hazard Models: Assessing the Risk of a Stroke
- Bayesian Variable Selection and Regularization for Time–Frequency Surface Estimation
- Bayesian Variable Selection in Linear Regression
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Bayesian variable and link determination for generalised linear models
- Bayesian variable selection for proportional hazards models
- Bayesian variable selection with related predictors
- Benchmark priors for Bayesian model averaging.
- Calibration and empirical Bayes variable selection
- Computational advances for and from Bayesian analysis
- Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio
- Computing Bayes Factors by Combining Simulation and Asymptotic Approximations
- Decomposable graphical Gaussian model determination
- Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions
- Efficient estimation of covariance selection models
- Empirical Bayes vs. fully Bayes variable selection
- Estimating Bayes Factors via Posterior Simulation With the Laplace-Metropolis Estimator
- Estimating the dimension of a model
- Expected-posterior prior distributions for model selection
- Flexible Empirical Bayes Estimation for Wavelets
- Graph puzzles, homotopy, and the alternating group
- Graphical models
- Hyper Inverse Wishart Distribution for Non-decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models
- Importance-Weighted Marginal Bayesian Posterior Density Estimation
- Marginal Likelihood From the Metropolis–Hastings Output
- Marginal Likelihood from the Gibbs Output
- Markov chain Monte Carlo model determination for hierarchical and graphical log-linear models
- Markov chains for exploring posterior distributions. (With discussion)
- Model Selection and Accounting for Model Uncertainty in Graphical Models Using Occam's Window
- Model Selection and the Principle of Minimum Description Length
- Model Selection in Spline Nonparametric Regression
- Model choice: a minimum posterior predictive loss approach
- Monte Carlo methods in Bayesian computation
- Multiple shrinkage and subset selection in wavelets
- Multivariate Bayesian Variable Selection and Prediction
- Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
- Nonparametric Bayesian data analysis
- Nonparametric regression using Bayesian variable selection
- On Bayesian model and variable selection using MCMC
- On Monte Carlo methods for estimating ratios of normalizing constants
- Optimal predictive model selection.
- Parsimonious Covariance Matrix Estimation for Longitudinal Data
- Prediction Via Orthogonalized Model Mixing
- Prior Elicitation, Variable Selection and Bayesian Computation for Logistic Regression Models
- Prior elicitation for model selection and estimation in generalized linear mixed models
- Proper Bayes Minimax Estimators of the Multivariate Normal Mean
- Regression Selection Strategies and Revealed Priors
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Sampling-Based Approaches to Calculating Marginal Densities
- Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
- Spline adaptation in extended linear models
- Stochastic search variable selection for log-linear models
- The Bayesian Modeling of Covariates for Population Pharmacokinetic Models
- The Intrinsic Bayes Factor for Model Selection and Prediction
- The Schwarz criterion and related methods for normal linear models
- The Variable Selection Problem
- The choice of variables in multivariate regression: a non-conjugate Bayesian decision theory approach
- The risk inflation criterion for multiple regression
- Variable Selection and Function Estimation in Additive Nonparametric Regression Using a Data-Based Prior
- Variable selection in qualitative models via an entropic explanatory power
- Wavelet Thresholding via A Bayesian Approach
Cited in
(96)- Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model
- Restrictions on Risk Prices in Dynamic Term Structure Models
- Model averaging for robust extrapolation in evidence synthesis
- Data mining in electronic commerce
- Spatiotemporal multivariate mixture models for Bayesian model selection in disease mapping
- Evaluating predictors of dispersion: a comparison of dominance analysis and Bayesian model averaging
- Bayesian Stein-type shrinkage estimators in high-dimensional linear regression models
- Bayesian autoregressive frailty models for inference in recurrent events
- Skew selection for factor stochastic volatility models
- A note on fiducial model averaging as an alternative to checking Bayesian and frequentist models
- Bayesian restricted likelihood methods: conditioning on insufficient statistics in Bayesian regression (with discussion)
- Bayesian model selection using the median probability model
- On the use of Bayesian model averaging for covariate selection in epidemiological modeling
- Semiparametric GARCH via Bayesian Model Averaging
- Statistical methods for automated drug susceptibility testing: Bayesian minimum inhibitory concentration prediction from growth curves
- Bayesian estimation of prediction error and variable selection in linear regression
- Nested Models and Model Uncertainty
- Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models
- A weakly informative prior for Bayesian dynamic model selection with applications in fMRI
- Motor insurance claim modelling with factor collapsing and Bayesian model averaging
- A theory of dichotomous valuation with applications to variable selection
- scientific article; zbMATH DE number 7625186 (Why is no real title available?)
- Bayesian negative binomial regression model with unobserved covariates for predicting the frequency of north atlantic tropical storms
- Optimal model average prediction in orthogonal kriging models
- Screening the Discrepancy Function of a Computer Model
- Spatio‐temporal Bayesian model selection for disease mapping
- Implicit copulas from Bayesian regularized regression smoothers
- Bayesian age-stratified joinpoint regression model: an application to lung and brain cancer mortality
- Designing societies of robots
- Model Averaging for Nonlinear Regression Models
- Robust open Bayesian analysis: overfitting, model uncertainty, and endogeneity issues in multiple regression models
- Graphical posterior predictive classification: Bayesian model averaging with particle Gibbs
- Bayesian hierarchically weighted finite mixture models for samples of distributions
- Economic variable selection
- Bayesian variable selection for the Cox regression model with missing covariates
- Model selection and model averaging for analysis of truncated and censored data with measurement error
- Estimating and Projecting Trends in HIV/AIDS Generalized Epidemics Using Incremental Mixture Importance Sampling
- Model averaging for varying-coefficient partially linear measurement error models
- Quantification of model uncertainty from data
- Bayesian nonparametric shrinkage applied to Cepheid star oscillations
- On Sampling Strategies in Bayesian Variable Selection Problems With Large Model Spaces
- Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models
- Advances in modeling model discrepancy: comment on Wu and Browne
- Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm
- A conjugate prior for discrete hierarchical log-linear models
- Bayesian analysis of multivariate stochastic volatility with skew return distribution
- On the quantification of model uncertainty: a Bayesian perspective
- Frequentist model averaging estimation: a review
- Dynamic inverse prediction and sensitivity analysis with high-dimensional responses: application to climate-change vulnerability of biodiversity
- Variable selection and dependency networks for genomewide data
- Portfolio optimisation using constrained hierarchical bayes models
- Bayesian effect selection in structured additive distributional regression models
- Bayesian stochastic search for VAR model restrictions
- Fast Bayesian variable selection for high dimensional linear models: marginal solo spike and slab priors
- A loss-based prior for variable selection in linear regression methods
- Bayesian Tobit quantile regression using \(g\)-prior distribution with ridge parameter
- A graph Laplacian prior for Bayesian variable selection and grouping
- scientific article; zbMATH DE number 7387627 (Why is no real title available?)
- Bayesian skew selection for multivariate models
- Empirical Bayes vs. fully Bayes variable selection
- Multiple changepoint detection with partial information on changepoint times
- Sandwich algorithms for Bayesian variable selection
- Secure Bayesian model averaging for horizontally partitioned data
- Using experimental data and information criteria to guide model selection for reaction-diffusion problems in mathematical biology
- Analysis of Poisson varying-coefficient models with autoregression
- Loglinear model selection and human mobility
- Bayes model selection with path sampling: factor models and other examples
- Posterior model consistency in variable selection as the model dimension grows
- Exploring dependence between categorical variables: benefits and limitations of using variable selection within Bayesian clustering in relation to log-linear modelling with interaction terms
- Computational advances for and from Bayesian analysis
- The interplay of Bayesian and frequentist analysis
- Mixtures of \(g\)-priors for Bayesian model averaging with economic applications
- Computing marginal likelihoods via the Fourier integral theorem and pointwise estimation of posterior densities
- Weighted-average least squares estimation of generalized linear models
- Defense and security planning under resource uncertainty and multi‐period commitments
- The mode oriented stochastic search (MOSS) algorithm for log-linear models with conjugate priors
- Bayesian variable selection in a class of mixture models for ordinal data: a comparative study
- Bayesian Model Averaging: A Systematic Review and Conceptual Classification
- Fixed and Random Effects Selection in Linear and Logistic Models
- Compatibility of prior specifications across linear models
- A criterion for optimal predictive model selection
- Partial Factor Modeling: Predictor-Dependent Shrinkage for Linear Regression
- A posterior probability approach for gene regulatory network inference in genetic perturbation data
- Efficient local updates for undirected graphical models
- Least squares model averaging based on generalized cross validation
- Inferring upon heterogeneous associations in dairy cattle performance using a bivariate hierarchical model
- Bayesian curve fitting and clustering with Dirichlet process mixture models for microarray data
- Bayesian model search and multilevel inference for SNP association studies
- Bayesian graphical models for modern biological applications
- Bayesian Model Selection for Join Point Regression with Application to Age-Adjusted Cancer Rates
- Linear model evaluation based on estimation of model bias
- Model averaging estimation of generalized linear models with imputed covariates
- Bayesian model selection for complex geological structures using polynomial chaos proxy
- Credal model averaging for classification: representing prior ignorance and expert opinions
- Interval estimation by frequentist model averaging
- The variational Garrote
This page was built for publication: Model uncertainty
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1766316)
