Concepedia

Predictive Model Averaging

Predictive Model Averaging is a Bayesian model averaging technique that belongs to the class of ensemble prediction methods, distinguished by its formal integration of posterior model probabilities to weight predictions across a set of candidate models, thereby accounting for model uncertainty in inferential and predictive tasks.

39

Publications

2.4K

Citations

88

Authors

72

Institutions

Publications per year

2017–2026

17

Parents

Publications

39

Using Stacking to Average Bayesian Predictive Distributions (with Discussion)

Bayesian Analysis · 2018 · 481 citations · Full text

, , +16

Maximum likelihood Bayesian averaging of uncertain model predictions

Shlomo P. Neuman · Stochastic Environmental Research and Risk Assessment · 2003 · 466 citations

, , +11

Model averaging prediction by K-fold cross-validation

Xinyu Zhang, Chu-An Liu · Journal of Econometrics · 2022 · 263 citations

, , +10

Predictive RANS simulations via Bayesian Model-Scenario Averaging

Wouter Edeling, Paola Cinnella, Richard P. Dwight · Journal of Computational Physics · 2014 · 121 citations · Full text

, , +13

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 39

Authors

88

  1. XZ
    Xinyu Zhang

    Chinese Academy of Sciences, China

    6 publications · 427 citations

    6

    h-index

  2. JL
    Jialiang Li

    National University of Singapore, Singapore

    2 publications · 85 citations

    2

    h-index

  3. SW
    Shouyang Wang

    Chinese Academy of Sciences, China

    2 publications · 75 citations

    2

    h-index

  4. PC
    Paola Cinnella

    Arts et Métiers, France

    2 publications · 133 citations

    2

    h-index

  5. FF
    Fang Fang

    University of Michigan, United States

    2 publications · 84 citations

    2

    h-index

1–5 of 88

Institutions

72

  1. Chinese Academy of Sciences

    Beijing, China

    5 h-index

    9 publications

    539 citations

  2. Academy of Mathematics and Systems Science

    Beijing, China

    4 h-index

    7 publications

    459 citations

  3. National University of Singapore

    Singapore, Singapore

    2 h-index

    4 publications

    163 citations

  4. Institute of Economics, Academia Sinica

    Taipei, Taiwan

    2 h-index

    2 publications

    300 citations

  5. University of California, Los Angeles

    Los Angeles, United States

    2 h-index

    7 publications

    153 citations

  6. City University of Hong Kong

    Hong Kong, Hong Kong

    2 h-index

    3 publications

    90 citations

  7. Duke-NUS Medical School

    Singapore, Singapore

    2 h-index

    2 publications

    85 citations

  8. Laboratoire de Dynamique des Fluides

    Paris, France

    2 h-index

    5 publications

    278 citations

1–8 of 72

Venues

  1. Journal of Econometrics

    4 publications · 374 citations

    4

    h-index

  2. International Journal of Forecasting

    3 publications · 149 citations

    3

    h-index

  3. SSRN Electronic Journal

    Repository · 3 publications · 87 citations

    3

    h-index

  4. Economics Letters

    2 publications · 75 citations

    2

    h-index

  5. Bayesian Analysis

    2 publications · 516 citations

    2

    h-index

1–5