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stat.ME2024
A conservation law for posterior predictive variance
Bertrand Clarke, Dean Dustin
We use the law of total variance to generate multiple expressions for the posterior predictive variance in Bayesian hierarchical models. These expressions are sums of terms involvi…
stat.ME2023
Post-model-selection prediction for GLM's
Dean Dustin, Bertrand Clarke
We give two prediction intervals (PI) for Generalized Linear Models that take model selection uncertainty into account. The first is a straightforward extension of asymptotic norma…
stat.ME2022★ 1 cited
Testing for the Important Components of Posterior Predictive Variance
Dean Dustin, Bertrand Clarke
We give a decomposition of the posterior predictive variance using the law of total variance and conditioning on a finite dimensional discrete random variable. This random variable…