A density-ratio framework compresses BMA posteriors into hard or soft support regions with explicit TV, KL, and predictive distortion bounds under predictor redundancy.
EdwardI.George
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Bayesian Model Averaging under Predictor Redundancy via Density-Ratio Posterior Compression
A density-ratio framework compresses BMA posteriors into hard or soft support regions with explicit TV, KL, and predictive distortion bounds under predictor redundancy.