2 citations · 4 across the 4 of their papers we have counts for
4 papers
Decision synthesis in monetary policy
Tony Chernis, Gary Koop, Emily Tallman +1
The macroeconomy is a sophisticated dynamic system involving significant uncertainties that complicate modelling. In response, decision-makers consider multiple models that provide…
Predictive Decision Synthesis for Portfolios: Betting on Better Models
Emily Tallman, Mike West
We discuss and develop Bayesian dynamic modelling and predictive decision synthesis for portfolio analysis. The context involves model uncertainty with a set of candidate models fo…
On Entropic Tilting and Predictive Conditioning
Emily Tallman, Mike West
Entropic tilting (ET) is a Bayesian decision-analytic method for constraining distributions to satisfy defined targets or bounds for sets of expectations. This report recapitulates…
Bayesian Predictive Decision Synthesis
Emily Tallman, Mike West
Decision-guided perspectives on model uncertainty expand traditional statistical thinking about managing, comparing and combining inferences from sets of models. Bayesian predictiv…