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摘要
We propose a new iterative algorithm, namely the model walking algorithm, to modify the widely used Occam's window method in Bayesian model averaging procedure. It is verified, by simulation, that in the regression models, the proposed algorithm is much more efficient in terms of computing time and the selected candidate models. Moreover, it is not sensitive to the initial models.
- 出版日期2014-1-1
- 单位中央民族大学
