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| Robusno Bayesovo usrednjavanje modela× | Hijerarhijsko Bayesovo zaključivanje× | |
|---|---|---|
| Područje | Bayesovska statistika | Bayesovska statistika |
| Obitelj | Bayesian methods | Bayesian methods |
| Godina nastanka≠ | 1999–2012 | 1972 (Lindley & Smith); consolidated 1995–2013 |
| Tvorac≠ | Hoeting, Madigan, Raftery, Volinsky (BMA); robustness extensions by Ley & Steel and others | Lindley & Smith; Gelman et al. |
| Vrsta≠ | Bayesian model selection and averaging | Bayesian multilevel model |
| Temeljni izvor≠ | Hoeting, J. A., Madigan, D., Raftery, A. E., & Volinsky, C. T. (1999). Bayesian model averaging: A tutorial. Statistical Science, 14(4), 382–401. link ↗ | Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955 |
| Drugi nazivi | robust BMA, outlier-robust BMA, robust model averaging, heavy-tailed BMA | multilevel Bayesian modeling, Bayesian hierarchical model, nested Bayesian model, partial pooling model |
| Srodne | 6 | 6 |
| Sažetak≠ | Robust Bayesian model averaging extends standard BMA by replacing sensitive conjugate priors with heavy-tailed or mixture priors (e.g., mixtures of g-priors), and optionally robust likelihoods, so that posterior model probabilities and averaged estimates remain stable when data contain outliers, influential observations, or when the prior on model parameters would otherwise dominate the results. | Hierarchical Bayesian inference is a probabilistic modeling framework that organises parameters into levels, placing priors on the group-level parameters and hyperpriors on the parameters governing those priors. It enables partial pooling of information across groups, balancing the extremes of treating each group as independent or merging them into a single estimate. |
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