A Bayesian measure of model accuracy

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MetadadosDescriçãoIdioma
Autor(es): dc.contributorUniversity of Brasília, Department of Statistics-
Autor(es): dc.contributorUniversity of Brasília, Department of Statistics-
Autor(es): dc.creatorBrunello, Gabriel Hideki Vatanabe-
Autor(es): dc.creatorNakano, Eduardo Yoshio-
Data de aceite: dc.date.accessioned2026-08-11T11:06:58Z-
Data de disponibilização: dc.date.available2026-08-11T11:06:58Z-
Data de envio: dc.date.issued2026-05-11-
Data de envio: dc.date.issued2026-05-11-
Data de envio: dc.date.issued2024-06-12-
Fonte completa do material: dc.identifierhttp://repositorio.unb.br/handle/10482/54345-
Fonte completa do material: dc.identifierhttps://doi.org/10.3390/e26060510-
Fonte completa do material: dc.identifierhttps://orcid.org/0000-0002-9071-8512-
Fonte: dc.identifier.urihttp://educapes.capes.gov.br/handle/capes/1187157-
Descrição: dc.descriptionAbstract Ensuring that the proposed probabilistic model accurately represents the problem is a critical step in statistical modeling, as choosing a poorly fitting model can have significant repercussions on the decision-making process. The primary objective of statistical modeling often revolves around predicting new observations, highlighting the importance of assessing the model’s accuracy. However, current methods for evaluating predictive ability typically involve model comparison, which may not guarantee a good model selection. This work presents an accuracy measure designed for evaluating a model’s predictive capability. This measure, which is straightforward and easy to understand, includes a decision criterion for model rejection. The development of this proposal adopts a Bayesian perspective of inference, elucidating the underlying concepts and outlining the necessary procedures for application. To illustrate its utility, the proposed methodology was applied to real-world data, facilitating an assessment of its practicality in real-world scenarios.-
Descrição: dc.descriptionInstituto de Ciências Exatas (IE)-
Descrição: dc.descriptionDepartamento de Estatística (IE EST)-
Descrição: dc.descriptionPrograma de Pós-Graduação em Estatística-
Formato: dc.formatapplication/pdf-
Idioma: dc.languageen-
Publicador: dc.publisherMDPI-
Direitos: dc.rightsAcesso Aberto-
Direitos: dc.rights© 2024 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https:// creativecommons.org/licenses/by/ 4.0/)-
Palavras-chave: dc.subjectInferência bayesiana-
Palavras-chave: dc.subjectQualidade de ajuste-
Palavras-chave: dc.subjectModelo de regressão-
Título: dc.titleA Bayesian measure of model accuracy-
Tipo de arquivo: dc.typelivro digital-
Aparece nas coleções:Repositório Institucional – UNB

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