Bayesian aggregation of two forecasts in the partial information framework

Philip Ernst, Robin Pemantle, Ville Satopää and Lyle Ungar

Statistics & Probability Letters, 2016, vol. 119, issue C, 170-180

Abstract: We generalize the results of Satopää et al (in press, 2015) by showing how the Gaussian aggregator may be computed in a setting where parameter estimation is not required. We proceed to provide an explicit formula for a “one-shot” aggregation problem with two forecasters.

Keywords: Expert; Probability forecast; Gaussian process; Judgmental forecasting (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715216301316
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:119:y:2016:i:c:p:170-180

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2016.07.018

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().