Počet záznamů: 1

Bayesian averaging of regressive models

SYSNO ASEP	0346948
Druh ASEP	C - Konferenční příspěvek (mezinárodní konf.)
Zařazení RIV	D - Článek ve sborníku
Název	Bayesian averaging of regressive models
Tvůrce(i)	Dedecius, Kamil (UTIA-B)_{RID, ORCID} Jirsa, Ladislav (UTIA-B)_RID Pištěk, Miroslav (UTIA-B)_{RID, ORCID}
Zdroj.dok.	Proceedings of the 11th International PhD Workshop on Systems and Control. - Veszprém, Maďarsko : Faculty of Information Technology, University of Pannonia, 2010 - ISBN 978-615-5044-00-7
Rozsah stran	s. 1-6
Poč.str.	6 s.
Akce	11th International PhD Workshop on Systems and Control a Young Generation Viewpoint
Datum konání	01.09.2010-03.09.2010
Místo konání	Veszprém
Země	HU - Maďarsko
Typ akce	EUR
Jazyk dok.	eng - angličtina
Země vyd.	HU - Maďarsko
Klíč. slova	bayesian modelling ; model averaging ; estimation
Vědní obor RIV	JD - Využití počítačů, robotika a její aplikace
CEP	7D09008 GA MŠMT - Ministerstvo školství, mládeže a tělovýchovy
CEZ	AV0Z10750506 - UTIA-B (2005-2011)
Anotace	In the real world, it is often possible to model certain variables using several different regressive models. However, as the theoretical (mathematical, physical...) description of the real world is almost never perfect, there exists uncertainty about the true or best-fitting model. This paper deals with an issue of `mixing' information from multiple potentially true models, which run in parallel, to obtain a single outcome, taking the model uncertainty into account. While this issue has been addressed by many research papers in the past, most of them were developed for the static cases or for the state-space models. Here, we discuss an enhancement for a class of input-output regressive models. The described method allows to switch among models to reflect their modelling performance. If there is a single best model, the method quickly converges to it.
Pracoviště	Ústav teorie informace a automatizace
Kontakt	Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201.
Rok sběru	2011

Počet záznamů: 1