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.
Contributed discussion to Using Stacking to Average Bayesian Predictive Distributions / Stefano, Tonellato; Iacopini, Matteo. - In: BAYESIAN ANALYSIS. - ISSN 1936-0975. - 13:(2018), pp. 994-996. [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.File in questo prodotto:
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