On the Proofs of the Predictive Synthesis Formula
Methodology
2024-09-17 v1
Abstract
Bayesian predictive synthesis is useful in synthesizing multiple predictive distributions coherently. However, the proof for the fundamental equation of the synthesized predictive density has been missing. In this technical report, we review the series of research on predictive synthesis, then fill the gap between the known results and the equation used in modern applications. We provide two proofs and clarify the structure of predictive synthesis.
Keywords
Cite
@article{arxiv.2409.09660,
title = {On the Proofs of the Predictive Synthesis Formula},
author = {Riku Masuda and Kaoru Irie},
journal= {arXiv preprint arXiv:2409.09660},
year = {2024}
}
Comments
11 pages, no figure, 1 table