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Dynamic Logistic Regression and Dynamic Model Averaging for Binary Classification

We propose an online binary classification procedure for cases when there is uncertainty about the model to use and parameters within a model change over time. We account for model uncertainty through Dynamic Model Averaging (DMA), a dynamic extension of Bayesian Model Averaging (BMA) in which poste...

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Detalhes bibliográficos
Main Authors: McCormick, Tyler H., Raftery, Adrian E., Madigan, David, Burd, Randall S.
Formato: Artigo
Idioma:Inglês
Publicado em: 2011
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC3831847/
https://ncbi.nlm.nih.gov/pubmed/21838812
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1111/j.1541-0420.2011.01645.x
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