A Criterion for Optimal Predictive Model Selection
From MaRDI portal
Publication:3007836
DOI10.1080/03610920903486798zbMath1215.62066OpenAlexW1984035697MaRDI QIDQ3007836
Publication date: 17 June 2011
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920903486798
Linear regression; mixed models (62J05) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asymptotic properties of criteria for selection of variables in multiple regression
- Asymptotic mean efficiency of a selection of regression variables
- Modeling by shortest data description
- Estimating the dimension of a model
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Universal artificial intelligence. Sequential decisions based on algorithmic probability.
- Model uncertainty
- Approximate efficiency of a selection procedure for the number of regression variables
- Accurate Approximations for Posterior Moments and Marginal Densities
- A strongly consistent procedure for model selection in a regression problem
- Approximate Bayes factors and accounting for model uncertainty in generalised linear models
- Model Selection and Accounting for Model Uncertainty in Graphical Models Using Occam's Window
- Bayesian Model Averaging for Linear Regression Models
- Model Selection and Multimodel Inference
- Bayesian Graphical Models for Discrete Data
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Some Comments on C P