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bayesian-model-averaging

Here are 2 public repositories matching this topic...

jaspervrugt / MODELAVG

Model averaging toolbox in MATLAB and Python

confidence-intervals bayesian-statistics information-criterion frequentist-statistics bayesian-model-averaging predictive-uncertainty mallows equal-weights bates-granger mallows-model-averaging granger-ramanathan

Updated Mar 4, 2025
MATLAB

jaspervrugt / BMA-EM

Bayesian Model Averaging - Expectation Maximization in MATLAB and Python

expectation-maximization-algorithm bayesian-model-averaging conditional-pdfs

Updated Mar 4, 2025
MATLAB

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