Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151473 | Statistics & Probability Letters | 2016 | 11 Pages |
Abstract
We generalize the results of Satopää et al (in press, 2015) by showing how the Gaussian aggregator may be computed in a setting where parameter estimation is not required. We proceed to provide an explicit formula for a “one-shot” aggregation problem with two forecasters.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Philip Ernst, Robin Pemantle, Ville Satopää, Lyle Ungar,