The discussion suggests to couple the model selection methodology proposed in the main paper with a Bayesian non parametric method, in order to extend its applicability to more general contexts. A simulation study illustrates the improvement of performance in small samples.
Stefano, Tonellato; Iacopini, Matteo. (2018). Contributed discussion to Using Stacking to Average Bayesian Predictive Distributions. BAYESIAN ANALYSIS, (ISSN: 1936-0975), 13: 994-996. Doi: 10.1214/17-BA1091.
Contributed discussion to Using Stacking to Average Bayesian Predictive Distributions
IACOPINI, MATTEO
2018
Abstract
The discussion suggests to couple the model selection methodology proposed in the main paper with a Bayesian non parametric method, in order to extend its applicability to more general contexts. A simulation study illustrates the improvement of performance in small samples.
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