Pages that link to "Item:Q1631589"

The following pages link to Using stacking to average Bayesian predictive distributions (with discussion) (Q1631589):

Displaying 33 items.

• On the quantification of model uncertainty: a Bayesian perspective (Q823871) (← links)
• Monotonicity of rank order probabilities in signal detection models of simultaneous detection and identification (Q825153) (← links)
• Using stacking to average Bayesian predictive distributions (with discussion) (Q1631589) (← links)
• Predicting competitions by combining conditional logistic regression and subjective Bayes: an Academy Awards case study (Q2078331) (← links)
• Projective inference in high-dimensional problems: prediction and feature selection (Q2188473) (← links)
• Additive stacking for disaggregate electricity demand forecasting (Q2245149) (← links)
• Bayesian neural networks for uncertainty quantification in data-driven materials modeling (Q2246265) (← links)
• Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions (Q2304234) (← links)
• Bayesian comparison of latent variable models: conditional versus marginal likelihoods (Q2331200) (← links)
• A hierarchical Bayesian state trace analysis for assessing monotonicity while factoring out subject, item, and trial level dependencies (Q2332832) (← links)
• Approximate leave-future-out cross-validation for Bayesian time series models (Q5036890) (← links)
• Mortality forecasting using stacked regression ensembles (Q5042782) (← links)
• Extremizing and Antiextremizing in Bayesian Ensembles of Binary-Event Forecasts (Q5058057) (← links)
• Assessing Bayes Factor Surfaces Using Interactive Visualization and Computer Surrogate Modeling (Q5869304) (← links)
• A Richards growth model to predict fruit weight (Q6075173) (← links)
• On the aggregation of probability assessments: regularized mixtures of predictive densities for eurozone inflation and real interest rates (Q6090580) (← links)
• A flexible predictive density combination for large financial data sets in regular and crisis periods (Q6090582) (← links)
• Bayesian inference for the weights in logarithmic pooling (Q6122021) (← links)
• Unbiased estimator for the variance of the leave-one-out cross-validation estimator for a Bayesian normal model with fixed variance (Q6170143) (← links)
• Bayesian model evaluation for multiple scenarios (Q6181710) (← links)
• Some models are useful, but how do we know which ones? Towards a unified Bayesian model taxonomy (Q6185714) (← links)
• Adaptive variable selection for sequential prediction in multivariate dynamic models (Q6198360) (← links)
• Bayesian hierarchical stacking: some models are (somewhere) useful (Q6203242) (← links)
• Bayesian predictive model averaging approach to joint longitudinal-survival modeling: application to an immuno-oncology clinical trial (Q6560489) (← links)
• Efficient estimation and correction of selection-induced bias with order statistics (Q6581666) (← links)
• Calculating Bayesian model evidence for porous-media flow using a multilevel estimator (Q6589870) (← links)
• Multiscale model diagnostics (Q6600804) (← links)
• Heteroscedastic Gaussian process regression for material structure-property relationship modeling (Q6609835) (← links)
• Bayesian geostatistical modeling for discrete-valued processes (Q6626617) (← links)
• Bayesian model-averaged meta-analysis in medicine (Q6628214) (← links)
• Model Mixing Using Bayesian Additive Regression Trees (Q6631195) (← links)
• Robust Leave-One-Out Cross-Validation for High-Dimensional Bayesian Models (Q6631733) (← links)
• Ensemble distributional forecasting for insurance loss reserving (Q6632363) (← links)