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Optimal square-root pooling from expert opinions

Author

Listed:
  • Kume, Alfred
  • Villa, Cristiano
  • Walker, Stephen G.

Abstract

The paper proposes a novel approach to combine expert prior opinions based on information minimization. This is done in the square-root density space, identified with the positive orthant of the Hilbert unit sphere of differentiable functions.

Suggested Citation

  • Kume, Alfred & Villa, Cristiano & Walker, Stephen G., 2024. "Optimal square-root pooling from expert opinions," Statistics & Probability Letters, Elsevier, vol. 208(C).
    • Handle: RePEc:eee:stapro:v:208:y:2024:i:c:s0167715223002377
    DOI: 10.1016/j.spl.2023.110014
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    References listed on IDEAS

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    1. Abhijoy Saha & Karthik Bharath & Sebastian Kurtek, 2020. "A Geometric Variational Approach to Bayesian Inference," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(530), pages 822-835, April.
    2. Sebastian Kurtek & Karthik Bharath, 2015. "Bayesian sensitivity analysis with the Fisher–Rao metric," Biometrika, Biometrika Trust, vol. 102(3), pages 601-616.
    3. Ali E. Abbas, 2009. "A Kullback-Leibler View of Linear and Log-Linear Pools," Decision Analysis, INFORMS, vol. 6(1), pages 25-37, March.
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