A density-ratio framework compresses BMA posteriors into hard or soft support regions with explicit TV, KL, and predictive distortion bounds under predictor redundancy.
Kristian Hovde Liland, Bjorn-Helge Mevik, and Ron Wehrens.pls: Partial Least Squares and Principal Component Regression,
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Bayesian Model Averaging under Predictor Redundancy via Density-Ratio Posterior Compression
A density-ratio framework compresses BMA posteriors into hard or soft support regions with explicit TV, KL, and predictive distortion bounds under predictor redundancy.