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Bibliographic Details
Main Authors: Masuda, Riku, Irie, Kaoru
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2409.09660
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author Masuda, Riku
Irie, Kaoru
author_facet Masuda, Riku
Irie, Kaoru
contents Bayesian predictive synthesis is useful in synthesizing multiple predictive distributions coherently. However, the proof for the fundamental equation of the synthesized predictive density has been missing. In this technical report, we review the series of research on predictive synthesis, then fill the gap between the known results and the equation used in modern applications. We provide two proofs and clarify the structure of predictive synthesis.
format Preprint
id arxiv_https___arxiv_org_abs_2409_09660
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle On the Proofs of the Predictive Synthesis Formula
Masuda, Riku
Irie, Kaoru
Methodology
Bayesian predictive synthesis is useful in synthesizing multiple predictive distributions coherently. However, the proof for the fundamental equation of the synthesized predictive density has been missing. In this technical report, we review the series of research on predictive synthesis, then fill the gap between the known results and the equation used in modern applications. We provide two proofs and clarify the structure of predictive synthesis.
title On the Proofs of the Predictive Synthesis Formula
topic Methodology
url https://arxiv.org/abs/2409.09660