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	Confronto tra modelli mediante MCMC	Bayesian Model Averaging
Campo	Bayesiano	Bayesiano
Famiglia	Bayesian methods	Bayesian methods
Anno di origine	1995	1999
Ideatore	Peter J. Green (reversible-jump MCMC); Meng & Wong (bridge sampling)	Hoeting, Madigan, Raftery & Volinsky
Tipo	Bayesian computational method	Bayesian model averaging
Fonte seminale	Green, P. J. (1995). Reversible jump Markov chain Monte Carlo computation and Bayesian model determination. Biometrika, 82(4), 711–732.	Hoeting, J. A., Madigan, D., Raftery, A. E. & Volinsky, C. T. (1999). Bayesian Model Averaging: A Tutorial. Statistical Science, 14(4), 382–401.
Alias	reversible-jump MCMC, RJMCMC, marginal likelihood estimation via MCMC, Bayesian model selection via MCMC	BMA, Bayesian model combination, Bayesian Model Ortalaması (BMA)
Correlati	5	5
Sintesi	MCMC for model comparison uses Markov chain Monte Carlo algorithms to estimate the marginal likelihoods and Bayes factors needed to formally compare competing statistical models. Techniques such as reversible-jump MCMC and bridge sampling allow exploration across model spaces of different dimensionality, enabling fully Bayesian model selection and averaging.	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.