Prequential and Predictive Statistics

Here are my prequential publications:

Clarke, B. (2001). " Combining Model Selection Procedures for Online Prediction." Sankhya A, Part II 229-249.

Clarke, B. , (2003) " Comparing Bayes and non-Bayes Model Averaging When Model Approximation Error Cannot be Ignored. J. Machine Learning Res. 4, 683-712.

Wong, H. and Clarke, B., (2004) "Improvement over Bayes Predictionin small samples in the Presence of Model Uncertainty. Can. J. Stat. Vol. 32, No. 3, 269-283.

Wong, H. and Clarke, B., (2004) " Characterizing model weights given partial information in normal models. Stat. and Prob. Letters, Vol. 68, No. 1, 27-37.

Clarke, B. (2007) " Information optimality of Bayes models. To appear, Journal of Econometrics. Vol. 138, No. 2, 405-429.

Clarke, J. and Clarke, B. “Prequential Analysis of Complex Data with Adaptive Model Reselection”. To appear in Stat. Analysis and Data Mining.

More to follow:

Clarke, B. Toward a Coordinating Theory for Statistics”. Revision sent back to Bayesian Analysis May 2009.

Fokoue, E. and Clarke, B. “Variance Bias Tradeoff for Model List Selection”. Submitted to Stat. Papers, revision requested March 2009.