Concepedia

Decision-theoretic Model Averaging

Decision-Theoretic Model Averaging is a Bayesian model averaging framework that formalizes model uncertainty quantification and parameter estimation within a decision-theoretic paradigm by optimally combining posterior model predictions according to a specified loss function and prior beliefs.

21

Publications

1.3K

Citations

60

Authors

52

Institutions

Publications per year

2017–2026

9

Parents

Publications

21

PAC-Bayesian model averaging

David McAllester · 1999 · 372 citations

, , +12

Bayes Model Averaging with Selection of Regressors

Philip J. Brown, Marina Vannucci, Tom Fearn · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2002 · 167 citations · Full text

, , +15

The Application of a Decision-Theoretic Model to Estimate the Public Health Impact of Vaporized Nicotine Product Initiation in the United States

David T. Levy, Ron Borland, Andrea C. Villanti et al. · Nicotine & Tobacco Research · 2016 · 112 citations · Full text

, , +13

On the dangers of averaging across observers when comparing decision bound models and generalized context models of categorization

W. Todd Maddox · Perception & Psychophysics · 1999 · 98 citations · Full text

, , +11

Model averaging in risk management with an application to futures marketsstar

M. Hashem Pesaran, Christoph Schleicher, Paolo Zaffaroni · IRIS Research product catalog (Sapienza University of Rome) · 2009 · 81 citations

, , +14

1–5 of 21

Authors

60

  1. CS
    Christoph Schleicher

    Bank of England, United Kingdom

    1 publications · 81 citations

    1

    h-index

  2. MH
    M. Hashem Pesaran

    University of Southern California, United States

    1 publications · 81 citations

    1

    h-index

  3. GT
    Geoffrey T. Fong

    University of Waterloo, Canada

    1 publications · 112 citations

    1

    h-index

  4. WT
    W. Todd Maddox

    Arizona State University, United States

    1 publications · 98 citations

    1

    h-index

  5. TT
    Terence Tai‐Leung Chong

    Chinese University of Hong Kong, Hong Kong SAR China

    1 publications · 35 citations

    1

    h-index

1–5 of 60

Institutions

52

  1. University of Warsaw

    Warsaw, Poland

    1 h-index

    1 publications

    18 citations

  2. Victorian Health Promotion Foundation

    Carlton, Australia

    1 h-index

    1 publications

    112 citations

  3. University of Kent

    Canterbury, United Kingdom

    1 h-index

    1 publications

    167 citations

  4. Transport and Telecommunication Institute

    Riga, Latvia

    1 h-index

    1 publications

    13 citations

  5. Georgetown University Medical Center

    Washington, United States

    1 h-index

    4 publications

    448 citations

  6. AT&T (United States)

    Bedminster, United States

    1 h-index

    1 publications

    372 citations

  7. Sensory Cloud (United States)

    Boston, United States

    1 h-index

    1 publications

    27 citations

  8. Imperial College London

    London, United Kingdom

    1 h-index

    1 publications

    81 citations

1–8 of 52

Venues

  1. 1

    h-index

  2. Acta Psychologica

    1 publications · 79 citations

    1

    h-index

  3. 1

    h-index

  4. American Economic Review

    1 publications · 22 citations

    1

    h-index

  5. IRIS Research product catalog (Sapienza University of Rome)

    Repository · 1 publications · 81 citations

    1

    h-index

1–5