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
2018-01-01

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.
2018
13
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10278/3704365
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