Pages that link to "Item:Q1086924"
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The following pages link to Modeling expert judgements for Bayesian updating (Q1086924):
Displayed 19 items.
- Stat trek. An interview with Christian Genest (Q325009) (← links)
- Combining marginal probability distributions via minimization of weighted sum of Kullback-Leibler divergences (Q648352) (← links)
- Learning from others: conditioning versus averaging (Q721175) (← links)
- All agreed: Aumann meets DeGroot (Q721179) (← links)
- A model of financial markets with endogenously correlated rational beliefs (Q868620) (← links)
- Fiducial inference in combining expert judgements (Q998887) (← links)
- Maxmin expected utility with non-unique prior (Q1122462) (← links)
- Subjective estimation of the delay time distribution in maintenance modelling (Q1278749) (← links)
- Dynamic Bayesian predictive synthesis in time series forecasting (Q1740347) (← links)
- Coherent combination of experts' opinions. (With discussion) (Q1914741) (← links)
- Calibrating expert assessments using hierarchical Gaussian process models (Q2057359) (← links)
- A Framework for Multi-Model Ensembling (Q3179312) (← links)
- Pooling operators with the marginalization property (Q3347090) (← links)
- Bayesian forecast combination and Kalman filtering (Q4733805) (← links)
- Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting (Q5120648) (← links)
- SUPPORT FOR GEOMETRIC POOLING (Q5880431) (← links)
- Understanding pooled subjective probability estimates (Q5932214) (← links)
- Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil (Q6149865) (← links)
- Bayesian model selection: application to the adjustment of fundamental physical constants (Q6179119) (← links)
