Correlated model fusion

DOI10.1002/asmb.2261zbMath1411.62359OpenAlexW2743864965MaRDI QIDQ4620236

Scotland C. Leman, Andrew Hoegh

Publication date: 8 February 2019

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.2261

zbMATH Keywords

predictionmodel selectionensemble methodsmodel averagingGaussian graphical models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to social sciences (62P25) Compound decision problems in statistical decision theory (62C25)

Uses Software

• bnlearn
• EMBERS

Cites Work

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• Bagging predictors
• Analysis of multivariate probit models
• Bayesian Analysis of Binary and Polychotomous Response Data
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• Model Selection and Estimation in Regression with Grouped Variables
• Simulation of hyper-inverse Wishart distributions in graphical models
• Random forests
• Uncertainty quantification in complex simulation models using ensemble copula coupling