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베이즈 일반화 선형 모형×일반화 선형 모형 (GLM)×
분야통계학통계학
계열Regression modelRegression model
기원 연도1989 (GLM); 1995 (Bayesian BDA)1972
창시자McCullagh & Nelder (GLM framework); Bayesian treatment formalized by Gelman et al.John A. Nelder & Robert W. M. Wedderburn
유형Bayesian regression modelRegression framework
원전Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A., & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955Nelder, J. A., & Wedderburn, R. W. M. (1972). Generalized linear models. Journal of the Royal Statistical Society: Series A (General), 135(3), 370–384. DOI ↗
별칭Bayesian GLM, Bayesian GLIM, Bayesian generalized linear regression, Bayes GLMGLM, generalized regression, exponential family regression, link-function model
관련66
요약A Bayesian Generalized Linear Model (Bayesian GLM) extends the classical GLM framework by placing prior distributions on the regression coefficients and updating them with data via Bayes' theorem. This yields a full posterior distribution over parameters rather than single point estimates, enabling richer uncertainty quantification and principled incorporation of prior knowledge for any exponential-family outcome.The Generalized Linear Model is a unified regression framework that extends ordinary linear regression to outcomes from the exponential family — including binary, count, proportion, and continuous positive outcomes. A link function connects the linear predictor to the mean of the response, enabling principled modelling beyond the Gaussian case.
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