Model averaging avoids the selection of one model. The choice of the weights may be determined by a model selection method or may come from a priori knowledge in a Bayesian framework.doi:10.1111/j.1467-985x.2009.00614_5.xGinestet, Cedric E...
Model Selection and Model Averaging 作者: Gerda Claeskens / Nils Lid Hjort 出版社: Cambridge University Press出版年: 2008-10-9页数: 332定价: GBP 64.99装帧: Hardcover丛书: Cambridge Series in Statistical and Probabilistic MathematicsISBN: 9780521852258...
Zucchini, "Post-model selection inference and model averaging," Pakistan Journal of Statistics and Operation Research, vol. 7, no. 2, pp. 347-361, 2011.Nguefack-Tsague, G. and Zucchini, W. Post-model selection inference and model averaging, Pakistan Journal of Statistics and Operation ...
Model selection and model averaging for semiparametric partially linear models with missing dataThis paper considers estimation of a functional partially quantile regression model whose parameters include the infinite dimensional function as well as the slope parameters. We show asymptotical normality of the...
used criteria, namely, Akaike information criterion, Bayesian information criterion and an adjustable prediction error sum of squares (APRESS) are investigated and their performance in model selection and model averaging is evaluated via a number of case studies using both simu- lation and real data....
model selection&averaging http://mlg.eng.cam.ac.uk/tutorials/07/ywt.pdf model selection 就是说 model有很多参数,参数空间组成了很多不同的model,model selection就是选择一个最合适的paramerter。 model averaging 就是说不知道拿个parameter 好,于是就用 avg的parameter 来做最后的model...
Pozzi, F.A., Fersini, E., Messina, E.: Bayesian model averaging and model selection for polarity classification. In: M´etais, E., Meziane, F., Saraee, M., Sugumaran, V., Vadera, S. (eds.) NLDB 2013. LNCS, vol. 7934, pp. 189-200. Springer, Heidelberg (2013)...
Model Selection and Model Averaging in Phylogenetics Johan Nylander November 27, 2005 1 Key Concepts • Model selection - to use the data to select a model - should be an integral part of inference [4]. • The data generating or ”true” model (f ) has an infinite number of param...
Model Selection1 问题设置 假设我们已经有一个由分布F生成的dataset。而待选择的统计模型有 每个M_i都是一个测度族。比如说,它们分别是指数分布族、Gamma族、log-nomal族。我们想知道哪个测度族对于数据拟合地最好。再比如说,对于multilinear regression,我们要选择采用哪些predictor才不会过拟合。
(1996). Bayesian model averaging and model selection for Markov equivalence classes of acyclic digraphs. Communications in Statistics: Theory and Methods, 25(11):2493-2519.D. Madigan, S. Andersson, M. Perlman, and C. Volinsky. Bayesian model averaging and model selection for markov equivalence...