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Hierarchical Bayesian Model Averaging

Hierarchical Bayesian model averaging (HBMA) combines Bayesian model averaging with hierarchical model structure, averaging posterior quantities over a set of candidate models weighted by each model's posterior probability. Rather than selecting a single best model, HBMA propagates model uncertainty through a hierarchical framework, producing predictions and parameter estimates that honestly reflect uncertainty about which model is correct.

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  1. Hoeting, J. A., Madigan, D., Raftery, A. E., & Volinsky, C. T. (1999). Bayesian model averaging: A tutorial. Statistical Science, 14(4), 382–417. link
  2. Fragoso, T. M., Bertoli, W., & Louzada, F. (2018). Bayesian model averaging: A systematic review and conceptual classification. International Statistical Review, 86(1), 1–28. DOI: 10.1111/insr.12243

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ScholarGate. (2026, June 3). Hierarchical Bayesian Model Averaging. ScholarGate. https://scholargate.app/et/bayesian/hierarchical-bayesian-model-averaging

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ScholarGateHierarchical Bayesian Model Averaging (Hierarchical Bayesian Model Averaging). Loetud 2026-06-15 aadressilt https://scholargate.app/et/bayesian/hierarchical-bayesian-model-averaging · Andmestik: https://doi.org/10.5281/zenodo.20539026