Robust forecast aggregation

Proceedings of the National Academy of Sciences of the United States of America, 2018.

Cited by: 1|Bibtex|Views7|DOI:https://doi.org/10.1073/pnas.1813934115
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Other Links: pubmed.ncbi.nlm.nih.gov|arxiv.org

Abstract:

Bayesian experts who are exposed to different evidence often make contradictory probabilistic forecasts. An aggregator, ignorant of the underlying model, uses this to calculate his or her own forecast. We use the notions of scoring rules and regret to propose a natural way to evaluate an aggregation scheme. We focus on a binary state spac...More

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