Probability aggregation in time-series: dynamic hierarchical modeling of sparse expert beliefs
DOI10.1214/14-AOAS739zbMath1429.62706arXiv1408.0087OpenAlexW1968179426MaRDI QIDQ400690
Barbara A. Mellers, Lyle H. Ungar, Shane T. Jensen, Philip E. Tetlock, Ville A. Satopää
Publication date: 22 August 2014
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1408.0087
time serieshierarchical modelingcalibrationsubjective probabilitybias estimationdynamic linear modelexpert forecastprobability aggregation
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to social sciences (62P25)
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