Extremizing and Antiextremizing in Bayesian Ensembles of Binary-Event Forecasts

DOI10.1287/OPRE.2021.2176MaRDI QIDQ5058057zbMATH OpenOpenAlexFDO

Authors Kenneth C. jun. Lichtendahl, Yael Grushka-Cockayne, Robert L. Winkler, Victor Richmond R. Jose

Publication date 1 December 2022

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.2021.2176

zbMATH Keywords

bracketingextremizing and antiextremizingforecast aggregationgeneralized linear modellinear opinion poolprobit ensemble

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX)

Recommendations

• Two reasons to make aggregated probability forecasts more extreme
• Regularized Aggregation of One-Off Probability Predictions
• Forecast aggregation via recalibration
• Combining Probability Forecasts
• Optimal probability aggregation based on generalized Brier scoring

Cites work

• Bagging predictors
• Coherent combination of experts' opinions. (With discussion)
• Combining interval forecasts
• Combining Probability Distributions from Dependent Information Sources
• Combining probability distributions: a critique and an annotated bibliography. With comments, and a rejoinder by the authors
• Combining Probability Forecasts
• Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds
• Decision Analysis Expert Use
• EP-GIG priors and applications in Bayesian sparse learning
• Evaluating Probabilities: Asymmetric Scoring Rules
• Forecast aggregation via recalibration
• scientific article; zbMATH DE number 3426675 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Is combining classifiers with stacking better than selecting the best one?
• On the Reconciliation of Probability Assessments
• Optimal Linear Opinion Pools
• Quantile evaluation, sensitivity to bracketing, and sharing business payoffs
• Random forests
• Reaching a Consensus
• Strictly Proper Scoring Rules, Prediction, and Estimation
• The Improvement of Probability Judgements
• The Opinion Pool
• Two reasons to make aggregated probability forecasts more extreme
• Updating of Belief in the Light of Someone Else's Opinion
• Using stacking to average Bayesian predictive distributions (with discussion)

Cited in

(1)

• Boldness-Recalibration for Binary Event Predictions

Describes a project that uses

Uses Software

• normalp
• XGBoost

This page was built for publication: Extremizing and Antiextremizing in Bayesian Ensembles of Binary-Event Forecasts

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5058057)