Likelihood Tempering in Dynamic Model Averaging

DOI10.1007/978-3-319-54084-9_7zbMath1364.62066OpenAlexW2608380530MaRDI QIDQ5267857

Kamil Dedecius, Jan Reichl

Publication date: 13 June 2017

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-54084-9_7

zbMATH Keywords

predictionmodel uncertaintyBayesian inferencemodel averagingsequential estimationtempered likelihood

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30)

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• Statistical analysis of finite mixture distributions
• Bayesian Model Averaging for Linear Regression Models
• Parameter tracking with partial forgetting method
• Approximating bayesian inference by weighted likelihood

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