Search Results - subject:"predictive density combinations"

Learning to Average Predictively over Good and Bad: Comment on: Using Stacking to Average Bayesian Predictive Distributions

Hoogerheide, Lennart; van Dijk, Herman - 2018

We suggest to extend the stacking procedure for a combination of predictive densities, proposed by Yao et al in the journal Bayesian Analysis to a setting where dynamic learning occurs about features of predictive densities of possibly misspecified models. This improves the averaging process of...

Persistent link: https://www.econbiz.de/10011932334

Learning to average predictively over good and bad : comment on : using stacking to average Bayesian predictive distributions

Hoogerheide, Lennart; Dijk, Herman K. van - 2018

We suggest to extend the stacking procedure for a combination of predictive densities, proposed by Yao, Vehtari, Simpson, and Gelman(2018), to a setting where dynamic learning occurs about features of predictive densities of possibly misspecified models. This improves the averaging process of...

Persistent link: https://www.econbiz.de/10011895574