Structural vs. Parametric Uncertainty Standard Bayesian inference assumes fixed model structure M. But real uncertainty includes: θ uncertainty (parameters) M uncertainty (model form) True posterior should be: P(θ, M | D) Model averaging: P(θ | D) = Σₘ P(θ | Mₘ, D) P(Mₘ | D) When Mₘ excludes the true structure: All posteriors remain systematically biased. Fundamental limit: Inference cannot recover information that was never representable. mkscienceset.com/articles_fi… #BayesianModelAveraging #Uncertainty #ScientificMethod

A 2-year prospective follow-up of 631 children after the first febrile seizure found an epilepsy incidence of 5.5% (29/1000 person-years). doi.org/10.1002/epi4.70207 #epilepsy #ILAE #epilepsiaopen #Bayesianmodelaveraging #clinicalpredictors #febrileseizure #incidence

Approximate Laplace approximations for scalable Bayesian model selection, by David Rossell et al: rss.onlinelibrary.wiley.com/… Open access. #bayesianmodelaveraging

Optimal empirical Bayes post-selection inference for sparse signals: academic.oup.com/biomet/arti…. Free version: arxiv.org/abs/1810.11042. #bayesianmodelaveraging

The sceptical Bayes factor - an intriguing idea: rss.onlinelibrary.wiley.com/… #bayesianmodelaveraging

Bayesian Model Averaging with the Integrated Nested Laplace Approximation (by Virgilio Gómez-Rubio @uclm_es, Roger S. Bivand @NHHEcon and Håvard Rue @cemseKAUST) Click here to read🆓mdpi.com/2225-1146/8/2/23/ht… #BayesianModelAveraging #BMA #INLA #SpatialEconometrics

Sovereign Risk Indices and Bayesian Theory Averaging (by Alex Lenkoski and Fredrik L. Aanes, @NRegnesentral) Click here to read🆓mdpi.com/2225-1146/8/2/22/ht… #BayesianModelAveraging #MacroeconomicForecasting

Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models (by Annalisa Cadonna, Sylvia Frühwirth-Schnatter and Peter Knaus @wu_vienna) Click here to read🆓mdpi.com/2225-1146/8/2/20/ht… #BayesianModelAveraging #VAR #TVP

Bayesian Model Averaging Using Power-Expected-Posterior Priors (by Dimitris Fouskakis @ntua and Ioannis Ntzoufras @AUEB) Click here to read🆓mdpi.com/2225-1146/8/2/17/ht… #BayesianModelAveraging #Bayesian #VariableSelection

Bayesian Model Averaging and Prior Sensitivity in Stochastic Frontier Analysis (by Kamil Makieła and Błażej Mazur, @ Cracow University of Economics #CUE) Click here to read🆓mdpi.com/2225-1146/8/2/13 #StochasticFrontierAnalysis #BayesianModelAveraging #ModelUncertainty