Model interpretation through lower-dimensional posterior summarization

@article{Woody2019ModelIT,
  title={Model interpretation through lower-dimensional posterior summarization},
  author={S. Woody and Carlos M. Carvalho and J. S. Murray},
  journal={arXiv: Methodology},
  year={2019}
}
  • S. Woody, Carlos M. Carvalho, J. S. Murray
  • Published 2019
  • Mathematics
  • arXiv: Methodology
  • Nonparametric regression models have recently surged in their power and popularity, accompanying the trend of increasing dataset size and complexity. While these models have proven their predictive ability in empirical settings, they are often difficult to interpret and do not address the underlying inferential goals of the analyst or decision maker. In this paper, we propose a modular two-stage approach for creating parsimonious, interpretable summaries of complex models which allow freedom in… CONTINUE READING

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