Bayesian model averaging

E835242

Bayesian model averaging is a statistical technique that combines predictions from multiple models by weighting them according to their posterior probabilities to account for model uncertainty.

All labels observed (1)

Label Occurrences
Bayesian model averaging canonical 2

How this entity was disambiguated

Statements (50)

Predicate Object
instanceOf Bayesian method ⓘ
ensemble method ⓘ
model combination method ⓘ
statistical technique ⓘ
addresses model selection uncertainty ⓘ
appliesTo classification models ⓘ
generalized linear models ⓘ
hierarchical models ⓘ
regression models ⓘ
time series models ⓘ
basedOn Bayes theorem ⓘ
linked to: Bayes’ theorem
canUseApproximation Bayesian information criterion ⓘ
Laplace approximation ⓘ
linked to: Laplace method

Markov chain Monte Carlo ⓘ
Occam’s window ⓘ
reversible jump MCMC ⓘ
combines multiple candidate models ⓘ
contrastsWith frequentist model averaging ⓘ
single-model selection ⓘ
hasAdvantage can improve out-of-sample prediction ⓘ
propagates model uncertainty into parameter estimates ⓘ
reduces overconfidence from conditioning on a single model ⓘ
hasChallenge computational complexity for large model spaces ⓘ
sensitivity to prior choices ⓘ
specification of model priors ⓘ
hasComponent model space ⓘ
model-averaged predictions ⓘ
model-specific parameters ⓘ
posterior over models ⓘ
prior over models ⓘ
hasPurpose account for model uncertainty ⓘ
improve predictive performance ⓘ
incorporate model uncertainty into inference ⓘ
relatedTo Bayesian model comparison ⓘ
Bayesian model selection ⓘ
ensemble learning ⓘ
stacking of predictive distributions ⓘ
typicalAssumption one of the candidate models is close to the data-generating process ⓘ
set of candidate models is specified ⓘ
usedIn biostatistics ⓘ
econometrics ⓘ
environmental statistics ⓘ
epidemiology ⓘ
forecasting ⓘ
machine learning ⓘ
uses model likelihoods ⓘ
posterior model probabilities ⓘ
predictive distributions ⓘ
prior model probabilities ⓘ
weightsBy posterior probabilities of models ⓘ

How these facts were elicited

Referenced by (2)

Full triples — surface form annotated when it differs from this entity's canonical label.

Bayesian linear regression → supports → Bayesian model averaging ⓘ
Bayesian learning for neural networks → oftenUses → Bayesian model averaging ⓘ