## Enhancing the Predictive Performance of Bayesian Graphical Models (1995)

Venue: | Communications in Statistics – Theory and Methods |

Citations: | 7 - 4 self |

### BibTeX

@INPROCEEDINGS{Madigan95enhancingthe,

author = {David Madigan and Fred Hutchinson},

title = {Enhancing the Predictive Performance of Bayesian Graphical Models},

booktitle = {Communications in Statistics – Theory and Methods},

year = {1995}

}

### OpenURL

### Abstract

Both knowledge-based systems and statistical models are typically concerned with making predictions about future observables. Here we focus on assessment of predictive performance and provide two techniques for improving the predictive performance of Bayesian graphical models. First, we present Bayesian model averaging, a technique for accounting for model uncertainty. Second, we describe a technique for eliciting a prior distribution for competing models from domain experts. We explore the predictive performance of both techniques in the context of a urological diagnostic problem. KEYWORDS: Prediction; Bayesian graphical model; Bayesian network; Decomposable model; Model uncertainty; Elicitation. 1 Introduction Both statistical methods and knowledge-based systems are typically concerned with combining information from various sources to make inferences about prospective measurements. Inevitably, to combine information, we must make modeling assumptions. It follows that we should car...