Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Pooling or stacking? #35

Open
maxbiostat opened this issue Jan 18, 2018 · 0 comments
Open

Pooling or stacking? #35

maxbiostat opened this issue Jan 18, 2018 · 0 comments
Labels

Comments

@maxbiostat
Copy link
Owner

For background, see this discussion. I proposed LP could be a way of combining many posteriors. Aki Vehtari points to his paper on stacking distributions.

My question is: should someone look into comparing a choice of the weights in LP that minimises, say, the KL distance to the true model, a bit like Rufo, Martin & Perez did? My idea would be to take the examples from Aki's paper and directly compare LP and stacking.

Not something for now, just maybe a project to keep in mind for the future, @fccoelho @lsbastos @DVMath

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
Projects
None yet
Development

No branches or pull requests

1 participant