Bayesian aggregation of two forecasts in the partial information framework

DOI10.1016/j.spl.2016.07.018zbMath1348.62017arXiv1608.04717OpenAlexW2478953266MaRDI QIDQ334027

Robin Pemantle, Philip A. Ernst, Lyle H. Ungar, Ville A. Satopää

Publication date: 31 October 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.04717

zbMATH Keywords

Gaussian processexpertjudgmental forecastingprobability forecast

Mathematics Subject Classification ID

Gaussian processes (60G15) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items

Regularized Aggregation of One-Off Probability Predictions ⋮ Bounds on the probability of radically different opinions ⋮ Learning Optimal Forecast Aggregation in Partial Evidence Environments

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