MATEC Web Conf.
Volume 228, 20182018 3rd International Conference on Circuits and Systems (CAS 2018)
|Number of page(s)||4|
|Section||Intelligent Computing and Information Processing|
|Published online||14 November 2018|
Average Method of Mixed Sampling Distribution Bayesian Model
School of Mathematics, University of Jinan, Shandong Jinan 250022, China
Based on the study of Bayesian model average (BMA), this paper proposes to mix the prior distribution and sampling distribution to obtain the average method of the mixed sampling distribution Bayesian model overcoming the problem that traditional econometric modeling method does not explicitly consider the uncertainty of the model. If all the alternative models have the same parametric form, then the new Bayesian estimation will degenerate into the BMA estimator. The empirical results show that the method is better than Bayesian model average.
© The Authors, published by EDP Sciences, 2018
This is an open access article distributed under the terms of the Creative Commons Attribution License 4.0 (http://creativecommons.org/licenses/by/4.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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