Brown, P. J.; Vannucci, M.; Fearn, T. - In: Journal of the Royal Statistical Society Series B 64 (2002) 3, pp. 519-536
When a number of distinct models contend for use in prediction, the choice of a single model can offer rather unstable predictions. In regression, stochastic search variable selection with Bayesian model averaging offers a cure for this robustness issue but at the expense of requiring very many...