GitHub - pamattei/BMAvsBMS: This R code reproduces a little experiment on using PAC Bayes to predict the performance of model averaging.

This R code reproduces the "BMA vs BMS" experiment from the paper [1]

[1] Mattei, P.-A., A Parsimonious Tour of Bayesian Model Uncertainty, arXiv preprint arXiv:1902.05539, 2020

Name		Name	Last commit message	Last commit date
Latest commit History 2 Commits
BMAvsBMS.R		BMAvsBMS.R
README.md		README.md
functionbma.R		functionbma.R

Navigation Menu