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	Dynamic Bayesian Model Averaging	Dynamic Bayesian Inference
Dziedzina	Statystyka bayesowska	Statystyka bayesowska
Rodzina	Bayesian methods	Bayesian methods
Rok powstania	2010	1989–1997
Twórca	Raftery, Karny & Ettler	West & Harrison (dynamic linear models); Dean & Kanazawa (dynamic Bayesian networks)
Typ	dynamic ensemble / model combination	Bayesian sequential / online inference framework
Źródło pierwotne	Raftery, A. E., Karny, M., & Ettler, P. (2010). Online prediction under model uncertainty via dynamic model averaging: Application to a cold rolling mill. Technometrics, 52(1), 52-66.	West, M. & Harrison, J. (1997). Bayesian Forecasting and Dynamic Models (2nd ed.). Springer. ISBN: 978-0387947259
Inne nazwy	DMA, dynamic model averaging, time-varying BMA, online Bayesian model averaging	online Bayesian inference, sequential Bayesian updating, recursive Bayesian estimation, dynamic Bayesian updating
Pokrewne	6	6
Podsumowanie	Dynamic Bayesian Model Averaging (DMA) extends standard Bayesian model averaging to settings where the best predictive model may change over time. It maintains a probability distribution over a set of competing models and updates that distribution sequentially as new observations arrive, allowing model weights to evolve rather than remaining fixed across the entire sample.	Dynamic Bayesian inference is a framework for performing Bayesian updating sequentially as new observations arrive over time. Rather than fitting a static model to a fixed dataset, it tracks how a posterior distribution over latent states or parameters evolves step by step, combining a prior with each new likelihood to produce an updated posterior that propagates forward through time.