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Gibbs Sampling za poređenje modela×Bayesian Model Averaging×
OblastBajesovska statistikaBajesovska statistika
PorodicaBayesian methodsBayesian methods
Godina nastanka19951999
TvoracCarlin and ChibHoeting, Madigan, Raftery & Volinsky
TipBayesian model selection via MCMCBayesian model averaging
Temeljni izvorCarlin, B. P. & Chib, S. (1995). Bayesian model choice via Markov chain Monte Carlo methods. Journal of the Royal Statistical Society, Series B, 57(3), 473-484. DOI ↗Hoeting, J. A., Madigan, D., Raftery, A. E. & Volinsky, C. T. (1999). Bayesian Model Averaging: A Tutorial. Statistical Science, 14(4), 382–401. link ↗
Drugi naziviGibbs-based model selection, MCMC model comparison via Gibbs, Bayesian model comparison with Gibbs sampling, Gibbs sampler model selectionBMA, Bayesian model combination, Bayesian Model Ortalaması (BMA)
Srodne35
SažetakGibbs sampling for model comparison is a Bayesian MCMC approach that simultaneously samples from the space of competing models and their parameters. By augmenting the Gibbs sampler with a discrete model-index variable, posterior model probabilities and Bayes factors are estimated from the resulting Markov chain without requiring separate runs per model.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.
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ScholarGateUporedite metode: Gibbs Sampling for Model Comparison · Bayesian Model Averaging. Preuzeto 2026-06-17 sa https://scholargate.app/sr/compare