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Robust Bayesiansk modellgjennomsnitt

Robust Bayesiansk modellgjennomsnitt utvider standard BMA ved å erstatte sensitive konjugerte priorer med priorer med tunge haler eller blandingspriorer (f.eks. blandinger av g-priorer), og valgfritt robuste likelihood-funksjoner, slik at posterior modell sannsynligheter og gjennomsnittlige estimater forblir stabile når data inneholder uteliggere, innflytelsesrike observasjoner, eller når prior for modellparametere ellers ville dominere resultatene.

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Kilder

  1. Hoeting, J. A., Madigan, D., Raftery, A. E., & Volinsky, C. T. (1999). Bayesian model averaging: A tutorial. Statistical Science, 14(4), 382–401. link
  2. Ley, E., & Steel, M. F. J. (2012). Mixtures of g-priors for Bayesian model averaging with economic applications. Journal of Econometrics, 171(2), 251–266. link

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ScholarGate. (2026, June 3). Robust Bayesian Model Averaging. ScholarGate. https://scholargate.app/no/bayesian/robust-bayesian-model-averaging

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ScholarGateRobust Bayesian Model Averaging (Robust Bayesian Model Averaging). Hentet 2026-06-15 fra https://scholargate.app/no/bayesian/robust-bayesian-model-averaging · Datasett: https://doi.org/10.5281/zenodo.20539026