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Bayesian model averaging

Spatial Bayesian Model Averaging to Calibrate Short-Range Weather Forecast in Jakarta, Indonesia

Spatial Bayesian Model Averaging to Calibrate Short-Range Weather Forecast in Jakarta, Indonesia

... However, the ensemble forecasting is often still underdispersive (the centered weather forecasting on a value with low variance). As a result, the forecast interval becomes narrow and the observations cannot be contained ...

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One size does not fit all... : Panel data : Bayesian model averaging and data poolability

One size does not fit all... : Panel data : Bayesian model averaging and data poolability

... of model uncer- tainty and data poolability in their panel data ...Applying Bayesian Model Averaging, we adopt a flexible modelling approach to highlight that (i) some determinants have ...

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The determinants of macroeconomic volatility: A Bayesian model averaging approach

The determinants of macroeconomic volatility: A Bayesian model averaging approach

... of Bayesian model averaging to the economics field have primarily been made in the empirical growth regression literature, due to the large number of possible determinants of growth with little ...

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Prior Specification in Bayesian Model Averaging: An application to Economic Growth

Prior Specification in Bayesian Model Averaging: An application to Economic Growth

... employed Bayesian Model Averaging to tackle the issue of model ...uncertainty. Bayesian model averaging has become an important tool in empirical settings with large ...

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Robust Bayesian Filtering Using Bayesian Model Averaging and Restricted Variational Bayes

Robust Bayesian Filtering Using Bayesian Model Averaging and Restricted Variational Bayes

... Abstract —Bayesian filters can be made robust to outliers if the solutions are developed under the assumption of heavy-tailed distributed noise. However, in the absence of outliers, these robust solutions perform ...

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Bayesian Model Averaging in Exchange Rate of Malaysia Ringgit to China Yuan Renminbi

Bayesian Model Averaging in Exchange Rate of Malaysia Ringgit to China Yuan Renminbi

... methods, Bayesian Model Averaging (BMA) and Multiple Linear Regression ...of model accuracy shows that BMA model has better performance capability than MLR model in estimating ...

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Simulation of Forecasting Performance Comparison of a Hybrid Model Integrated By Binomial Smoothing and Bayesian Model Averaging Techniques

Simulation of Forecasting Performance Comparison of a Hybrid Model Integrated By Binomial Smoothing and Bayesian Model Averaging Techniques

... JPSN-AR model is proposed based on binomial smoothing (BS) and Bayesian model averaging ...hybrid model was achieved through the combination of the Jordan pi-sigma neural (JPSN) network ...

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Mixtures of g priors for Bayesian model averaging with economic applications

Mixtures of g priors for Bayesian model averaging with economic applications

... subset. Bayesian Model Averaging presents a formal Bayesian solution to dealing with model ...on model size with a g-prior on the coefficients of each ...over model space ...

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Dam management with imperfect models: bayesian model averaging and neural network control

Dam management with imperfect models: bayesian model averaging and neural network control

... the Bayesian model averaging approach, the aim is to iterate over all those plausible models to find the probability that a model is correct, given the historical ...probable model, at ...

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Bayesian Model Averaging: An Application to the Determinants of Airport Departure Delay in Uganda

Bayesian Model Averaging: An Application to the Determinants of Airport Departure Delay in Uganda

... single model that could include all variables, but this proved to be inefficient and ...the Bayesian model averaging; BMA that took the problem through estimating models for all possible ...

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Mixtures of g priors for Bayesian model averaging with economic applications

Mixtures of g priors for Bayesian model averaging with economic applications

... hierarchical Bayesian model explored in this paper has a hyperprior on the covariate inclusion probability θ and a hyperprior on g, which leads to an integral for the marginal likelihood that is solved by ...

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Mixtures of g priors for Bayesian model averaging with economic applications

Mixtures of g priors for Bayesian model averaging with economic applications

... context, Bayesian Model Averaging presents a formal Bayesian solution to dealing with model ...on model size with a g-prior on the coefficients of each ...over model space ...

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The Determinants of Gini Coefficient in Iran Based on Bayesian Model Averaging

The Determinants of Gini Coefficient in Iran Based on Bayesian Model Averaging

... of Bayesian Model Averaging (BMA), the effects of influential factors on Gini coefficient which have been regarded in previous studies are ...

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Geography, Institutions and Human Development: A Cross Country Investigation Using Bayesian Model Averaging

Geography, Institutions and Human Development: A Cross Country Investigation Using Bayesian Model Averaging

... the Bayesian Model Averaging that allows us to select the relevant predictors by experimenting with a host of competing sets of ...is model uncertainty and theory provides only a weak guidance ...

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Bayesian Model Averaging in the Instrumental Variable Regression Model

Bayesian Model Averaging in the Instrumental Variable Regression Model

... regression model when there is uncertainty about the set of instruments, exogeneity restrictions, the validity of identifying restrictions and the set of exogenous ...standard model selection procedures, we ...

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A Mixture Based Bayesian Model Averaging Method

A Mixture Based Bayesian Model Averaging Method

... Bayesian model averaging (BMA) is a popular and powerful statistical method of taking account of uncertainty about model form or ...from Bayesian decision ...

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Model selection in Medical Research: A simulation study comparing Bayesian Model Averaging and Stepwise Regression

Model selection in Medical Research: A simulation study comparing Bayesian Model Averaging and Stepwise Regression

... In Bayesian model averaging we made use of the posterior probabilities given for each variable and introduced on one hand a 95% threshold and on the other hand a 50% threshold for the posterior ...

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Bayesian model averaging: improved variable selection for matched case-control studies

Bayesian model averaging: improved variable selection for matched case-control studies

... on model selection with a Bayesian approach. Model selection has posed significant challenges for many statisticians, numerous strategies have been developed [3-5] and yet no universal agreed-upon ...

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On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression

On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression

... of the latter always exceeds the fraction of best performances. This behaviour is also illustrated by the fact that {Min, Mean, Max} for LPS of the full model is {0.74, 1.77, 3.77} for g = 1/n and {0.67, 2.15, ...

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Model Uncertainty in Ecological Criminology: An Application of Bayesian Model Averaging With Rural Crime Data

Model Uncertainty in Ecological Criminology: An Application of Bayesian Model Averaging With Rural Crime Data

... Only two other variables appear to have some role in explaining Midwestern rural murder rates: earnings per job, which is one of several variables potential measures of income, and the percent of households living in ...

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