國立虎尾科技大學 |

Bayesian Predictive Decision Synthesis : = Methodology and Applications.

紀錄類型:	書目-語言資料,手稿 : Monograph/item
正題名/作者:	Bayesian Predictive Decision Synthesis :/
其他題名:	Methodology and Applications.
作者:	Tallman, Emily.
面頁冊數:	1 online resource (146 pages)
附註:	Source: Dissertations Abstracts International, Volume: 85-11, Section: B.
Contained By:	Dissertations Abstracts International85-11B.
標題:	Statistics. -
電子資源:	click for full text (PQDT)
ISBN:	9798382730059

Bayesian Predictive Decision Synthesis : = Methodology and Applications.
Tallman, Emily.

Bayesian Predictive Decision Synthesis :Methodology and Applications. - 1 online resource (146 pages)

Source: Dissertations Abstracts International, Volume: 85-11, Section: B.

Thesis (Ph.D.)--Duke University, 2024.

Includes bibliographical references

Decision-guided perspectives on model uncertainty expand traditional statistical thinking about managing, comparing, and combining inferences from sets of models. In this dissertation, we present a novel framework entitled Bayesian predictive decision synthesis (BPDS) which advances conceptual and theoretical foundations in the intersection of model uncertainty and decision theory. We define new methodology that explicitly integrates decision-analytic outcomes into the evaluation, comparison and potential combination of candidate models. BPDS extends recent theoretical and practical advances based on both Bayesian predictive synthesis (BPS) and empirical goal-focused model uncertainty analysis. Specifically, we focus on the utilization of a specific outcome-dependent weight function in combination with more traditional model averaging methods that incorporate model performance. This outcome-dependent weight function is enabled by the development of a novel subjective Bayesian perspective on model weighting in predictive decision settings, with theoretical connections to Entropic Tilting and generalized Bayesian updating. We include multiple in-depth case studies from applied contexts to illustrate the use cases of BPDS and raise and investigate relevant questions. These case studies include applications in both the case where predictions depend on the decision at hand and the case where the decision has no impact on predictions. In the decision-dependent case, we present an optimal design for regression prediction and a collaboration involving macroeconomic forecasting. In the decision-independent case, we focus on a setting of sequential time series forecasting for financial portfolio decisions. Overall, these case studies are able to demonstrate the potential for BPDS to improve decisions and thus realized outcomes.

Electronic reproduction.
Ann Arbor, Mich. :
ProQuest,
2024

Mode of access: World Wide Web

ISBN: 9798382730059Subjects--Topical Terms:

556824
Statistics.
Subjects--Index Terms:

Decision-guided model weightingIndex Terms--Genre/Form:

554714
Electronic books.

Bayesian Predictive Decision Synthesis : = Methodology and Applications.
LDR:03295ntm a22004217 4500 001 1147544
005 20240909103809.5
006 m o d
007 cr bn ---uuuuu
008 250605s2024 xx obm 000 0 eng d
020 $a 9798382730059
035 $a (MiAaPQ)AAI30815955
035 $a AAI30815955
040 $a MiAaPQ $b eng $c MiAaPQ $d NTU
100 1 $a Tallman, Emily. $3 1473301
245 1 0 $a Bayesian Predictive Decision Synthesis : $b Methodology and Applications.
264 0 $c 2024
300 $a 1 online resource (146 pages)
336 $a text $b txt $2 rdacontent
337 $a computer $b c $2 rdamedia
338 $a online resource $b cr $2 rdacarrier
500 $a Source: Dissertations Abstracts International, Volume: 85-11, Section: B.
500 $a Advisor: West, Mike.
502 $a Thesis (Ph.D.)--Duke University, 2024.
504 $a Includes bibliographical references
520 $a Decision-guided perspectives on model uncertainty expand traditional statistical thinking about managing, comparing, and combining inferences from sets of models. In this dissertation, we present a novel framework entitled Bayesian predictive decision synthesis (BPDS) which advances conceptual and theoretical foundations in the intersection of model uncertainty and decision theory. We define new methodology that explicitly integrates decision-analytic outcomes into the evaluation, comparison and potential combination of candidate models. BPDS extends recent theoretical and practical advances based on both Bayesian predictive synthesis (BPS) and empirical goal-focused model uncertainty analysis. Specifically, we focus on the utilization of a specific outcome-dependent weight function in combination with more traditional model averaging methods that incorporate model performance. This outcome-dependent weight function is enabled by the development of a novel subjective Bayesian perspective on model weighting in predictive decision settings, with theoretical connections to Entropic Tilting and generalized Bayesian updating. We include multiple in-depth case studies from applied contexts to illustrate the use cases of BPDS and raise and investigate relevant questions. These case studies include applications in both the case where predictions depend on the decision at hand and the case where the decision has no impact on predictions. In the decision-dependent case, we present an optimal design for regression prediction and a collaboration involving macroeconomic forecasting. In the decision-independent case, we focus on a setting of sequential time series forecasting for financial portfolio decisions. Overall, these case studies are able to demonstrate the potential for BPDS to improve decisions and thus realized outcomes.
533 $a Electronic reproduction. $b Ann Arbor, Mich. : $c ProQuest, $d 2024
538 $a Mode of access: World Wide Web
650 4 $a Statistics. $3 556824
650 4 $a Finance. $3 559073
650 4 $a Applied mathematics. $3 1069907
653 $a Decision-guided model weighting
653 $a Entropic tilting
653 $a Financial portfolio decisions
653 $a Macroeconomic decisions
653 $a Model uncertainty
653 $a Optimal design
655 7 $a Electronic books. $2 local $3 554714
690 $a 0463
690 $a 0508
690 $a 0501
690 $a 0364
710 2 $a ProQuest Information and Learning Co. $3 1178819
710 2 $a Duke University. $b Statistical Science. $3 1189323
773 0 $t Dissertations Abstracts International $g 85-11B.
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=30815955 $z click for full text (PQDT)