Model averaging for sparse seemingly unrelated regression using Bayesian networks among the errors.
Abdul SalamMarco GrzegorczykPublished in: Comput. Stat. (2023)
Keyphrases
- model averaging
- seemingly unrelated
- bayesian networks
- bayesian network structures
- learning bayesian networks
- equivalence classes
- structure learning
- posterior distribution
- bayesian methods
- markov networks
- bayesian network structure
- complex networks
- high dimensional
- supervised classification
- probability distribution
- conditional independence
- bayesian network classifiers
- gaussian processes
- incomplete data
- probabilistic inference
- posterior probability
- conditional probabilities
- statistical data
- marginal likelihood
- pairwise
- training data
- latent variables
- transfer learning
- conditional random fields
- graphical models
- probabilistic model
- search space