Search for dissertations about: "Francesco Ravazzolo"

Found 1 swedish dissertation containing the words Francesco Ravazzolo.

2. 1. Learning local predictive accuracy for expert evaluation and forecast combination

   Author : Oscar Oelrich; Mattias Villani; Francesco Ravazzolo; Stockholms universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Bayesian; forecast combination; predictive density; Gaussian process; bootstrap; Bayes factors; model selection; Bayesian predictive synthesis; nonparametric methods; power transformation; expected log predictive density; variable selection; statistik; Statistics;

   Abstract : This thesis consists of four papers that study several topics related to expert evaluation and aggregation. Paper I explores the properties of Bayes factors. Bayes factors, which are used for Bayesian hypothesis testing as well as to aggregate models using Bayesian model averaging, are sometimes observed to behave erratically. READ MORE