Bayesian aggregation of two forecasts in the partial information framework
Methodology
2016-08-17 v1
Abstract
We generalize the results of \cite{SPU, SJPU} 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.
Cite
@article{arxiv.1608.04717,
title = {Bayesian aggregation of two forecasts in the partial information framework},
author = {Philip Ernst and Robin Pemantle and Ville Satopaa and Lyle Ungar},
journal= {arXiv preprint arXiv:1608.04717},
year = {2016}
}
Comments
21 pages, 5 figures in Statistics and Probability Letters (2016)