FBMS

CRANFBMSMaRDI QIDQ5978695FDOQ5978695

Flexible Bayesian Model Selection and Model Averaging

Jon Lachmann, Aliaksandr Hubin

Last update: 21 December 2023

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.0

Description

Implements MJMCMC (mode jumping MCMC) described in Hubin and Storvik (2018) <doi:10.1016/j.csda.2018.05.020> and GMJMCMC (genetically modified MJMCMC) described in Hubin et al. (2021) <doi:10.1613/jair.1.13047> algorithms as well as the subsampling counterpart described in Lachmann et al. (2022) <doi:10.1016/j.ijar.2022.08.018> for flexible Bayesian model selection and model averaging.

Cites work

• Mode jumping MCMC for Bayesian variable selection in GLMM
• A subsampling approach for Bayesian model selection
• Flexible Bayesian Nonlinear Model Configuration

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