BMA

Preliminaries Bayesian Theorem Bayesian Model Averaging(BMA)1 Bayesian model averaging(BMA) is another wildly used method that is very like a combining model. However, the difference between BMA and combining models is also significant. A Bayesian model averaging is a Bayesian formula in which the random variable are models(hypothesizes) $h=1,2,\cdots,H$ with prior probability $\Pr(h)$, then the marginal distribution over data $X$ is: $$\Pr(X)=\sum_{h=1}^{H}\Pr(X|h)\Pr(h)$$ And the MBA is used to select a model(hypothesis) that can model the data best through Bayesian theory....