FBMS: Flexible Bayesian Model Selection and Model Averaging
Setup | Bayesian Model Selection and Averaging | Bayesian Generalized Nonlinear Model (BGNLM) | Feature space | Transformations available in FBMS | Priors | Model priors | Parameter priors | Parameter priors available (and where to tune) | Inference algorithms | Model posterior | MCMC, MJMCMC, GMJMCMC | Parallelization | Example 1 — BGNLM: recovering Kepler’s third law | Example 2 — Bayesian linear models | Example 3 — Bayesian Fractional Polynomials (FP) | Example 4 — Mixed-effects FP with interactions | Example 5 — Bayesian Logic Regression | Example 6 — Full BGNLM classification (Bernoulli): spam data | References