Results 51 to 60 of about 1,563,284 (329)
A Time-Varying Bayesian Compressed Vector Autoregression for Macroeconomic Forecasting
IEEE Access, 2020 This paper presents macroeconomic forecasting by using a time-varying Bayesian compressed vector autoregression approach. We apply a random compression by using projection matrix to randomly select predictive variables in vector autoregression (VAR), and
Nattapol Aunsri +1 more
doaj +1 more source
Journal of Probability and Statistics, 2015 Model averaging is a technique used to account for model uncertainty, in both Bayesian and frequentist multimodel inferences. In this paper, we compare the performance of model-averaged Bayesian credible intervals and frequentist confidence intervals ...
Daniel Turek
doaj +1 more source
Frontiers in Marine Science, 2016 We present a Hierarchical Bayesian version of Pollock's Closed Robust Design for studying the survival, temporary-migration, and abundance of marked animals.
Robert William Rankin +5 more
doaj +1 more source
The Determinants of Financialization – A Bayesian Approach
Revista de Economía Mundial, 2021 This study considers the determinants of financialization in a sample of 158 countries over the period of 2000-2016. The atheoretical Bayesian model averaging approach was applied in order to identify the macroeconomic determinants of the phenomenon.
Jakub Gazda +2 more
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Journal of business & economic statistics, 2020 There is a great deal of literature regarding use of nongeographically based connectivity matrices or combinations of geographic and non-geographic structures in spatial econometric models.
Nicolas Debarsy, J. LeSage
semanticscholar +1 more source
Bayesian Model Averaging to Account for Model Uncertainty in Estimates of a Vaccine’s Effectiveness
Clinical Epidemiology, 2022 Carlos R Oliveira,1,2 Eugene D Shapiro,1,3 Daniel M Weinberger3 1Department of Pediatrics, Yale University School of Medicine, New Haven, CT, USA; 2Department of Biostatistics, Yale University School of Public Health, New Haven, CT, USA; 3Department of ...
Oliveira CR, Shapiro ED, Weinberger DM
doaj
Journal of Hydrometeorology, 2020 This study utilizes Bayesian model averaging (BMA) as a framework to constrain the spread of uncertainty in climate projections of precipitation over the contiguous United States (CONUS).
E. Massoud +4 more
semanticscholar +1 more source
Turning Bayesian model averaging into Bayesian model combination
The 2011 International Joint Conference on Neural Networks, 2011 Bayesian methods are theoretically optimal in many situations. Bayesian model averaging is generally considered the standard model for creating ensembles of learners using Bayesian methods, but this technique is often out-performed by more ad hoc methods in empirical studies.
Kristine Monteith +3 more
openaire +2 more sources
Model Averaging in Risk Management with an Application to Futures Markets [PDF]
, 2008 This paper considers the problem of model uncertainty in the case of multi-asset volatility models and discusses the use of model averaging techniques as a way of dealing with the risk of inadvertently using false models in portfolio management ...
Pesaran, M. Hashem +2 more
core +4 more sources
Hospital Readmission After Traumatic Brain Injury Hospitalization in Community‐Dwelling Older Adults
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective To examine the risk of hospital readmission after an index hospitalization for TBI in older adults. Methods Using data from the Atherosclerosis Risk in Communities (ARIC) study, we used propensity score matching of individuals with an index TBI‐related hospitalization to individuals with (1) non‐TBI hospitalizations (primary analysis)
Rachel Thomas +7 more
wiley +1 more source