Reproducible model selection using bagged posteriors

DOI10.1214/21-BA1301arXiv2007.14845OpenAlexW4210935632MaRDI QIDQ6122016

Jeffrey W. Miller, Jonathan H. Huggins

Publication date: 27 February 2024

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.14845

zbMATH Keywords

bootstrapstabilityasymptoticsBayesian model averagingbaggingmodel misspecification

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Bagging predictors
• Discussion of big Bayes stories and BayesBag
• Analyzing bagging
• Models as approximations. I. Consequences illustrated with linear regression
• Models as approximations. II. A model-free theory of parametric regression
• Information-theoretic asymptotics of Bayes methods
• Bayesian selection of misspecified models is overconfident and may cause spurious posterior probabilities for phylogenetic trees
• Comparing and Weighting Imperfect Models Using D-Probabilities
• Limiting Behavior of Posterior Distributions when the Model is Incorrect

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