Assessment and Propagation of Model Uncertainty
模型不确定性的评估与传播
SUMMARY In most examples of inference and prediction, the expression of uncertainty about unknown quantities y on the basis of known quantities x is based on a model M that formalizes assumptions about how x and y are related. M will typically have two parts: structural assumptions S, such as the form of the link function and the choice of error distribution in a generalized linear model, and parameters θ whose meaning is specific to a given choice of S. It is common in…