Preprint
Online Bayesian Model Averaging with Joint Uncertainty Quantification for Models and Regression Coefficients in Binary Regression
arXiv
arXiv
09/15/2026
DOI: 10.48550/arxiv.2609.17783
Abstract
Streaming binary response data arise in many applications, including virtual learning platforms where student responses are collected sequentially and estimated probabilities of correct responses may inform future question assignment. Logistic regression provides an interpretable framework for such analysis, but the data may support multiple plausible predictor subsets. Bayesian model averaging (BMA) accounts for such model uncertainty by averaging inference across competing models. Since repeatedly applying BMA to accumulating data can be computationally burdensome, we develop an online implementation based on renewable estimation. At each update, retained summaries and new observations are used to approximate the joint posterior of models and model-specific coefficients without revisiting historical data, enabling point and interval estimates that incorporate model uncertainty. Simulations show that online BMA closely approximates its offline counterpart in coefficient estimation, model and variable importance, prediction, and interval estimation of predictive probabilities, while substantially reducing computational cost. In a virtual learning application, we find substantial uncertainty across competing predictor subsets and large variability in credible interval widths across questions. Our method distinguishes questions with precise estimates from those with substantial uncertainty, providing information beyond point estimates for adaptive question assignment.
Details
- Title: Subtitle
- Online Bayesian Model Averaging with Joint Uncertainty Quantification for Models and Regression Coefficients in Binary Regression
- Creators
- Joyee GhoshAixin Tan
- Resource Type
- Preprint
- Publication Details
- arXiv
- DOI
- 10.48550/arxiv.2609.17783
- ISSN
- 2331-8422
- Publisher
- arXiv
- Language
- English
- Date posted
- 09/15/2026
- Academic Unit
- Statistics and Actuarial Science
- Record Identifier
- 9985230924002771
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