On the quantification of model uncertainty: a Bayesian perspective
From MaRDI portal
(Redirected from Publication:823871)
Recommendations
Cites work
- scientific article; zbMATH DE number 4070082 (Why is no real title available?)
- scientific article; zbMATH DE number 3597760 (Why is no real title available?)
- scientific article; zbMATH DE number 3635352 (Why is no real title available?)
- scientific article; zbMATH DE number 1522700 (Why is no real title available?)
- scientific article; zbMATH DE number 947414 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 840151 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 849928 (Why is no real title available?)
- scientific article; zbMATH DE number 3241743 (Why is no real title available?)
- A Bayes interpretation of stacking for \(\mathcal{M}\)-complete and \(\mathcal{M}\)-open settings
- A Predictive Approach to Model Selection
- A survey of Bayesian predictive methods for model assessment, selection and comparison
- Accurate Approximations for Posterior Moments and Marginal Densities
- Approximate Bayes factors and accounting for model uncertainty in generalised linear models
- Asymptotic equivalence of Bayes cross validation and widely applicable information criterion in singular learning theory
- Bayes Factors
- Bayesian Graphical Models for Discrete Data
- Bayesian Model Averaging for Linear Regression Models
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Benchmark priors for Bayesian model averaging.
- Calibration and empirical Bayes variable selection
- Choosing a strictly proper scoring rule
- Comparison of Bayesian predictive methods for model selection
- Frequentist Model Average Estimators
- Mixtures of g Priors for Bayesian Variable Selection
- Model Selection and Accounting for Model Uncertainty in Graphical Models Using Occam's Window
- Model Selection and Model Averaging
- Model Selection and Multimodel Inference
- Model Selection and the Principle of Minimum Description Length
- Model uncertainty
- On Information and Sufficiency
- Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
- Predictive statistics. Analysis and inference beyond models
- Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
- Randomization-based inference about latent variables from complex samples
- Regressions by Leaps and Bounds
- Regularization and Variable Selection Via the Elastic Net
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Scoring Rules, Generalized Entropy, and Utility Maximization
- Scoring rules and the evaluation of probabilities. (With discussion)
- Stacked regressions
- Strictly Proper Scoring Rules, Prediction, and Estimation
- The Bayesian Lasso
- The Bayesian elastic net
- The Well-Calibrated Bayesian
- The risk inflation criterion for multiple regression
- Using stacking to average Bayesian predictive distributions (with discussion)
Cited in
(17)- Uncertainty Quantification in Case of Imperfect Models: A Non‐Bayesian Approach
- MODEL OF MODELS: A NEW PERSPECTIVE TO DEAL WITH MODEL UNCERTAINTY
- Bayesian hierarchical uncertainty quantification by structural equation modeling
- Quantifying model uncertainty for the observed non-Gaussian data by the Hellinger distance
- Discussion of: ``Specifying prior distributions in reliability applications
- 10.1162/153244304773936090
- Bayesian strategies to assess uncertainty in velocity models
- Estimation under model uncertainty
- Bayesian model evaluation for multiple scenarios
- A Bayesian approach to incorporate model ambiguity in a dynamic risk measure
- Credal model averaging for classification: representing prior ignorance and expert opinions
- Dealing with Measurement Uncertainties as Nuisance Parameters in Bayesian Model Calibration
- Quantification of model uncertainty from data
- \(\Pi\)4U: a high performance computing framework for Bayesian uncertainty quantification of complex models
- scientific article; zbMATH DE number 5295838 (Why is no real title available?)
- Maximum likelihood Bayesian averaging of uncertain model predictions
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
This page was built for publication: On the quantification of model uncertainty: a Bayesian perspective
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q823871)
