Bayesian aggregation of two forecasts in the partial information framework

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Bayesian aggregation of two forecasts in the partial information framework

We generalize the results of Satopää et al. (2014, 2015) 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.

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ژورنال

عنوان ژورنال: Statistics & Probability Letters

سال: 2016

ISSN: 0167-7152

DOI: 10.1016/j.spl.2016.07.018