关于预测合成公式的证明

Riku Masuda, Kaoru Irie
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引用次数: 0

摘要

贝叶斯预测合成法有助于连贯地合成多个预测分布。然而,合成预测密度基本方程的证明一直缺失。在本技术报告中,我们回顾了有关预测合成的一系列研究,然后填补了已知结果与现代应用中所用方程之间的空白。我们提供了两个证明,并阐明了预测合成的结构。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
On the Proofs of the Predictive Synthesis Formula
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.
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