Forecast Combination and Bayesian Model Averaging - A Prior Sensitivity Analysis

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Mixtures of g-Priors in Generalized Linear Models (2015, background): “2014), among others, are widely used in model selection and model averaging problems, due to their attractive theoretical properties in contrast to g-priors with fixed g (Liang et al. 2008; Feldkircher and Zeugner 2009; Maruyama and George 2011; Celeux et al. 2012; Ley and Steel 2012; Feldkircher 20”
The Median Probability Model and Correlated Variables (2018, methodology): “The MPM is now routinely used for distilling posterior evidence towards variable selection; Clyde et al. (2011); Feldkircher (2012); Garcia-Donato and Martinez-Beneito (2013); Ghosh (2015); Piironen and Vehtari (2017) and Drachal (2018) are some of the articles that have used and dis- cussed the…”