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Focused Bayesian Prediction

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posted on 2020-10-12, 06:18 authored by Ruben Loaiza MayaRuben Loaiza Maya, Gael M. Martin, David FrazierDavid Frazier
This code can be used to replicate the results in the paper Focused Bayesian Prediction (2020) by Loaiza-Maya, Martin and Frazier

Funding

The validation of approximate Bayesian computation

Australian Research Council

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Loss-based Bayesian Prediction

Australian Research Council

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Consequences of Model Misspecification in Approximate Bayesian Computation

Australian Research Council

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    Keywords

    Bayesian ForecastingFocused Bayesian PredictionTime series predictionScoring rulesEconometric and Statistical Methods

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    CC BY 4.0

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