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            	{"first" : "Paul-Christian",	"last" : "Bürkner"}
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         "volume": "206","pages": "11--29","abstract": "Bayesian model comparison (BMC) offers a principled probabilistic approach to study and rank competing models. In standard BMC, we construct a discrete probability distribution over the set of possible models, conditional on the observed data of interest. These posterior model probabilities (PMPs) are measures of uncertainty, but\u2014when derived from a finite number of observations\u2014are also uncertain themselves. In this paper, we conceptualize distinct levels of uncertainty which arise in BMC. We explore a fully probabilistic framework for quantifying meta-uncertainty, resulting in an applied method to enhance any BMC workflow. Drawing on both Bayesian and frequentist techniques, we represent the uncertainty over the uncertain PMPs via meta-models which combine simulated and observed data into a predictive distribution for PMPs on new data. We demonstrate the utility of the proposed method in the context of conjugate Bayesian regression, likelihood-based inference with Markov chain Monte Carlo, and simulation-based inference with neural networks.",
         "bibtexKey": "schmitt2023metauncertainty"

      }
	  
   ]
}
