Comparing and Weighting Imperfect Models Using D-Probabilities

DOI10.1080/01621459.2019.1611140zbMath1441.62078arXiv1611.01241OpenAlexW3100675317WikidataQ127971741 ScholiaQ127971741MaRDI QIDQ5120673

Meng Li, David B. Dunson

Publication date: 15 September 2020

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.01241

zbMATH Keywords

model selectionGaussian processKullback-Leibler divergence\(m\)-openGibbs posteriormodel aggregation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items

Reproducible model selection using bagged posteriors

Uses Software

• SuperLearner

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