Discussion on Using Stacking to Average Bayesian Predictive Distributions by Yao et al
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2018-07-02 v1
Abstract
I begin by summarizing key ideas of the paper under discussion. Then I will talk about a graphical modeling perspective, posterior contraction rates and alternative methods of aggregation. Moreover, I will also discuss possible applications of the stacking method to other problems, in particular, aggregating (sub)posterior distributions in distributed computing.
Cite
@article{arxiv.1806.11427,
title = {Discussion on Using Stacking to Average Bayesian Predictive Distributions by Yao et al},
author = {William Weimin Yoo},
journal= {arXiv preprint arXiv:1806.11427},
year = {2018}
}
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2 pages