Bayesian Model Averaging and Bayesian Predictive Information Criterion for Model Selection
نویسندگان
چکیده
منابع مشابه
Bayesian Model Averaging and Bayesian Predictive Information Criterion for Model Selection
The problem of evaluating the goodness of the predictive distributions developed by the Bayesian model averaging approach is investigated. Considering the maximization of the posterior mean of the expected log-likelihood of the predictive distributions (Ando (2007a)), we develop the Bayesian predictive information criterion (BPIC). According to the numerical examples, we show that the posterior...
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ژورنال
عنوان ژورنال: JOURNAL OF THE JAPAN STATISTICAL SOCIETY
سال: 2008
ISSN: 1348-6365,1882-2754
DOI: 10.14490/jjss.38.243