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stat.ME2025
Bayesian Stacking via Proper Scoring Rule Optimization using a Gibbs Posterior
Spencer Wadsworth, Jarad Niemi
In collaborative forecast projects, the combining of multiple probabilistic forecasts into an ensemble is standard practice, with linear pooling being a common combination method.…
stat.ME2025
Quantile Forecast Matching with a Bayesian Quantile Gaussian Process Model
Spencer Wadsworth, Jarad Niemi
A set of probabilities along with corresponding quantiles are often used to define predictive distributions or probabilistic forecasts. These quantile predictions offer easily inte…