| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0477043 |
| utime |
20240103214400.0 |
| mtime |
20170815235959.9 |
| SCOPUS |
85020024365 |
| WOS |
000418403500007 |
| DOI |
10.1007/978-3-319-54084-9_7 |
| title
(primary) (eng) |
Likelihood tempering in dynamic model averaging |
| specification |
| page_count |
11 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0474860 |
| ISBN |
978-3-319-54083-2 |
| ISSN |
2194-1009 |
| title
|
Bayesian Statistics in Action |
| page_num |
67-77 |
| publisher |
| place |
Cham |
| name |
Springer International Publishing |
| year |
2017 |
|
| editor |
|
| editor |
|
| editor |
| name1 |
Villalobos |
| name2 |
I. A. |
|
| editor |
|
|
| keyword |
Model averaging |
| keyword |
Model uncertainty |
| keyword |
Prediction |
| keyword |
Tempered likelihood |
| author
(primary) |
| ARLID |
cav_un_auth*0306030 |
| name1 |
Reichl |
| name2 |
Jan |
| full_dept (cz) |
Adaptivní systémy |
| full_dept (eng) |
Department of Adaptive Systems |
| department (cz) |
AS |
| department (eng) |
AS |
| institution |
UTIA-B |
| country |
CZ |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0242543 |
| name1 |
Dedecius |
| name2 |
Kamil |
| full_dept (cz) |
Adaptivní systémy |
| full_dept |
Department of Adaptive Systems |
| department (cz) |
AS |
| department |
AS |
| institution |
UTIA-B |
| full_dept |
Department of Adaptive Systems |
| country |
CZ |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| ARLID |
cav_un_auth*0303543 |
| project_id |
GP14-06678P |
| agency |
GA ČR |
| country |
CZ |
|
| abstract
(eng) |
We study the problem of online prediction with a set of candidate models using dynamic model averaging procedures. The standard assumptions of model averaging state that the set of admissible models contains the true one(s), and that these models are continuously updated by valid data. However, both these assumptions are often violated in practice. The models used for online tasks are often more or less misspecified and the data corrupted (which is, mathematically, a demonstration of the same problem). Both these factors negatively influence the Bayesian inference and the resulting predictions. In this paper, we propose to suppress these issues by extending the Bayesian update by a sort of likelihood tempering, moderating the impact of observed data to inference. The method is compared to the generic dynamic model averaging and to an alternative solution via sequential quasi-Bayesian mixture modeling. |
| action |
| ARLID |
cav_un_auth*0346501 |
| name |
Bayesian Young Statisticians Meeting, BAYSM 2016 |
| dates |
20160619 |
| mrcbC20-s |
20160621 |
| place |
Florence |
| country |
IT |
|
| RIV |
BB |
| FORD0 |
10000 |
| FORD1 |
10100 |
| FORD2 |
10103 |
| reportyear |
2018 |
| num_of_auth |
2 |
| presentation_type |
PO |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0274025 |
| confidential |
S |
| mrcbC86 |
n.a. Proceedings Paper Statistics Probability |
| mrcbC86 |
3+4 Proceedings Paper Statistics Probability |
| mrcbC86 |
3+4 Proceedings Paper Statistics Probability |
| mrcbT16-s |
0.217 |
| mrcbT16-E |
Q4 |
| arlyear |
2017 |
| mrcbU14 |
85020024365 SCOPUS |
| mrcbU24 |
PUBMED |
| mrcbU34 |
000418403500007 WOS |
| mrcbU63 |
cav_un_epca*0474860 Bayesian Statistics in Action Springer International Publishing 2017 Cham 67 77 978-3-319-54083-2 2194-1009 |
| mrcbU67 |
340 Argiento R. |
| mrcbU67 |
340 Lanzarone E. |
| mrcbU67 |
340 Villalobos I. A. |
| mrcbU67 |
340 Mattei A. |
|