Bayesian methodsBayesian / computational

Bayesian Model Averaging with Measurement Error

Bayesian model averaging with measurement error (BMA-ME) combines two probabilistic ideas: it averages predictions across competing regression models weighted by each model's posterior probability, while simultaneously accounting for the fact that one or more predictors are observed with random error rather than exactly. The result is a posterior that propagates both model uncertainty and covariate measurement noise into every inference and prediction.

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Izvori

  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. Carroll, R. J., Ruppert, D., Stefanski, L. A., & Crainiceanu, C. M. (2006). Measurement Error in Nonlinear Models: A Modern Perspective (2nd ed.). CRC Press. ISBN: 978-1584886334

Kako citirati ovu stranicu

ScholarGate. (2026, June 3). Bayesian Model Averaging with Measurement Error Correction. ScholarGate. https://scholargate.app/hr/bayesian/bayesian-model-averaging-with-measurement-error

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ScholarGateBayesian Model Averaging with Measurement Error (Bayesian Model Averaging with Measurement Error Correction). Preuzeto 2026-06-15 s https://scholargate.app/hr/bayesian/bayesian-model-averaging-with-measurement-error · Skup podataka: https://doi.org/10.5281/zenodo.20539026