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Bayesian aggregation of two forecasts in the partial information framework

Authors :
Ernst, Philip
Pemantle, Robin
Satopaa, Ville
Ungar, Lyle
Publication Year :
2016

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.<br />Comment: 21 pages, 5 figures in Statistics and Probability Letters (2016)

Subjects

Subjects :
Statistics - Methodology

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1608.04717
Document Type :
Working Paper