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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
The text was updated successfully, but these errors were encountered:
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
The text was updated successfully, but these errors were encountered: