Methoden vergleichen

	Bayesian Model Averaging	Gauß-Prozess
Fachgebiet	Bayes-Statistik	Maschinelles Lernen
Familie	Bayesian methods	Machine learning
Entstehungsjahr	1999	2006 (book); roots in Kriging, 1951)
Urheber	Hoeting, Madigan, Raftery & Volinsky	Rasmussen, C. E. & Williams, C. K. I.
Typ	Bayesian model averaging	Probabilistic non-parametric model
Wegweisende Quelle	Hoeting, J. A., Madigan, D., Raftery, A. E. & Volinsky, C. T. (1999). Bayesian Model Averaging: A Tutorial. Statistical Science, 14(4), 382–401.	Rasmussen, C. E., & Williams, C. K. I. (2006). Gaussian Processes for Machine Learning. MIT Press. ISBN: 978-0-262-18253-9
Aliasnamen	BMA, Bayesian model combination, Bayesian Model Ortalaması (BMA)	GP, Gaussian Process Regression, GPR, Kriging
Verwandt	5	3
Zusammenfassung	Bayesian Model Averaging (BMA), formalised as a tutorial by Hoeting, Madigan, Raftery and Volinsky in 1999, addresses model uncertainty by averaging over all plausible model specifications rather than selecting a single best model. Each candidate model receives a posterior probability that reflects how well it fits the data given a prior, and predictions or coefficient estimates are formed as weighted averages across the entire model space. This approach reduces the bias and overconfidence that arise when a single selected model is treated as the true one.	A Gaussian Process (GP) is a non-parametric, fully probabilistic machine learning model that places a prior distribution directly over functions. Rather than predicting a single value, it returns a predictive mean and a calibrated uncertainty estimate at every test point, making it especially valuable for regression on small to medium datasets and for Bayesian optimization tasks.