27 citations · 74 across the 13 of their papers we have counts for
3 papers · 1 filter
Bayesian Forecasting in Economics and Finance: A Modern Review
Gael M. Martin, David T. Frazier, Worapree Maneesoonthorn +6
The Bayesian statistical paradigm provides a principled and coherent approach to probabilistic forecasting. Uncertainty about all unknowns that characterize any forecasting problem…
Computing Bayes: From Then 'Til Now'
Gael M. Martin, David T. Frazier, Christian P. Robert
This paper takes the reader on a journey through the history of Bayesian computation, from the 18th century to the present day. Beginning with the one-dimensional integral first co…
The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts
Ryan Zischke, Gael M. Martin, David T. Frazier +1
We investigate the performance and sampling variability of estimated forecast combinations, with particular attention given to the combination of forecast distributions. Unknown pa…