A New Algorithm in Bayesian Model Averaging in Regression Models

被引：1

作者：

Fan, Tsai-Hung ^{[1
]}

Wang, Guo-Tzau ^{[2
]}

Yu, Jenn-Hwa ^{[3
]}

机构：

[1] Natl Cent Univ, Inst Stat, Jhongli, Taiwan

[2] Natl Ctr High Performance Comp, Hsinchu, Taiwan

[3] Natl Cent Univ, Dept Math, Jhongli, Taiwan

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2014年 / 43卷 / 02期

关键词：

Ayesian model averaging; Occam's window; Regression models; GRAPHICAL MODELS; UNCERTAINTY;

D O I：

10.1080/03610918.2012.700750

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We propose a new iterative algorithm, namely the model walking algorithm, to modify the widely used Occam's window method in Bayesian model averaging procedure. It is verified, by simulation, that in the regression models, the proposed algorithm is much more efficient in terms of computing time and the selected candidate models. Moreover, it is not sensitive to the initial models.

引用

页码：315 / 328

页数：14

共 50 条

[31] Methods and Tools for Bayesian Variable Selection and Model Averaging in Normal Linear Regression
Forte, Anabel
Garcia-Donato, Gonzalo
Steel, Mark
[J]. INTERNATIONAL STATISTICAL REVIEW, 2018, 86 (02) : 237 - 258
[32] Inferring cellular regulatory networks with Bayesian model averaging for linear regression (BMALR)
Huang, Xun
Zi, Zhike
[J]. MOLECULAR BIOSYSTEMS, 2014, 10 (08) : 2023 - 2030
[33] A generalisation of the method of regression calibration and comparison with Bayesian and frequentist model averaging methods
Little, Mark P.
Hamada, Nobuyuki
Zablotska, Lydia B.
[J]. SCIENTIFIC REPORTS, 2024, 14 (01)
[34] Bayesian model averaging and principal component regression forecasts in a data rich environment
Ouysse, Rachida
[J]. INTERNATIONAL JOURNAL OF FORECASTING, 2016, 32 (03) : 763 - 787
[35] Sewer Structural Condition Prediction Integrating Bayesian Model Averaging with Logistic Regression
Kabir, Golam
Balek, Ngandu Balekelay Celestin
Tesfamariam, Solomon
[J]. JOURNAL OF PERFORMANCE OF CONSTRUCTED FACILITIES, 2018, 32 (03)
[36] Turning Bayesian Model Averaging Into Bayesian Model Combination
Monteith, Kristine
Carroll, James L.
Seppi, Kevin
Martinez, Tony
[J]. 2011 INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS (IJCNN), 2011, : 2657 - 2663
[37] Model selection in Medical Research: A simulation study comparing Bayesian Model Averaging and Stepwise Regression
Genell, Anna
Nemes, Szilard
Steineck, Gunnar
Dickman, Paul W.
[J]. BMC MEDICAL RESEARCH METHODOLOGY, 2010, 10
[38] Model selection in Medical Research: A simulation study comparing Bayesian Model Averaging and Stepwise Regression
Anna Genell
Szilard Nemes
Gunnar Steineck
Paul W Dickman
[J]. BMC Medical Research Methodology, 10
[39] The use of Bayesian model averaging to better represent uncertainty in ecological models
Wintle, BA
McCarthy, MA
Volinsky, CT
Kavanagh, RP
[J]. CONSERVATION BIOLOGY, 2003, 17 (06) : 1579 - 1590
[40] A quasi-Bayesian model averaging approach for conditional quantile models
Tsiotas, Georgios
[J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2015, 85 (10) : 1963 - 1986

← 1 2 3 4 5 →