A new algorithm in bayesian model averaging in regression models

NCU Institutional Repository > 理學院 > 數學系 > 期刊論文 > Item 987654321/109128

jsp.display-item.identifier=請使用永久網址來引用或連結此文件: https://ir.lib.ncu.edu.tw/handle/987654321/109128

题名:	A new algorithm in bayesian model averaging in regression models
作者:	于振華;Fan, Tsai-Hung;Wang, Guo-Tzau;Yu, Jenn-Hwa
贡献者:	理學院數學系
关键词:	Algorithms;Ayesian model averaging;Bayesian analysis;Computational efficiency;Computer simulation;Computing time;Mathematical models;Occam's window;Primary 62F15;Regression;Regression models;Secondary 65C05;Walking
日期:	2014-01-01
上传时间:	2026-04-23 16:09:32 (UTC+8)
出版者:	Taylor and Francis Ltd.;Philadelphia: Taylor & Francis Group
摘要:	摘要： We propose a new iterative algorithm, namely the model walking algorithm, to modify the widely used Occam's window method in Bayesian model averaging procedure. It is verified, by simulation, that in the regression models, the proposed algorithm is much more efficient in terms of computing time and the selected candidate models. Moreover, it is not sensitive to the initial models. 出版者： Philadelphia: Taylor & Francis Group 出版日期： 2014-01-01 出處： Communications in statistics. Simulation and computation, 2014-01, Vol.43 (2), p.315-328 資源來源： Taylor & Francis Journals Auto-Holdings Collection 版權： Copyright Taylor & Francis Group, LLC 2014 版權： Copyright Taylor and Francis Group, LLC 識別號： ISSN: 0361-0918 識別號： EISSN: 1532-4141 識別號： DOI: 10.1080/03610918.2012.700750
显示于类别:	[數學系] 期刊論文

文件中的档案:

档案	描述	大小	格式	浏览次数
index.html		0Kb	HTML	8	检视/开启

在NCUIR中所有的数据项都受到原著作权保护.

社群 sharing