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.
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