A Kullback-Leibler View of Linear and Log-Linear Pools

Published Online:https://doi.org/10.1287/deca.1080.0133

References

  • Bates J. M., Granger C. W. J. The combination of forecasts. Oper. Res. Quart. (1969) 20:451–468CrossrefGoogle Scholar
  • Bickel J. E. Some comparisons among quadratic, spherical, and logarithmic scoring rules. Decision Anal. (2007) 4(2):49–65LinkGoogle Scholar
  • Bunn D. W. Two methodologies for the linear combination for forecasts. J. Oper. Res. Soc. (1981) 32(3):213–222CrossrefGoogle Scholar
  • Clemen R. T., Winkler R. L. Combining probability distributions from experts in risk analysis. Risk Anal. (1999) 19(2):187–203CrossrefGoogle Scholar
  • Cover T. M., Thomas J. A.Elements of Information Theory (1991) (John Wiley & Sons, New York) CrossrefGoogle Scholar
  • French S. Consensus of opinion. Eur. J. Oper. Res. (1981) 7:332–340CrossrefGoogle Scholar
  • Genest C., McConway K. Allocating the weights in the linear opinion pool. J. Forecasting (1990) 9(1):53–73CrossrefGoogle Scholar
  • Johnstone D. The parimutuel Kelly probability scoring rule. Decision Anal. (2007) 4(2):66–75LinkGoogle Scholar
  • Kilgour D. M., Gerchak Y. Elicitation of probabilities using competitive scoring rules. Decision Anal. (2004) 1(2):108–113LinkGoogle Scholar
  • Kullback S., Leibler R. A. On information and sufficiency. Ann. Math. Statist. (1951) 22:79–86CrossrefGoogle Scholar
  • Lindley D. V. Reconciliation of probability distributions. Oper. Res. (1983) 31(5):866–880LinkGoogle Scholar
  • Morris P. A. Decision analysis expert use. Management Sci. (1974) 20(9):1233–1241LinkGoogle Scholar
  • Morris P. A. Combining expert judgments: A Bayesian approach. Management Sci. (1977) 23(7):679–693LinkGoogle Scholar
  • Morris P. A. An axiomatic approach to expert resolution. Management Sci. (1983) 29(1):24–32LinkGoogle Scholar
  • Shannon C. A mathematical theory of communication. Bell Sys. Tech. J. (1948) 27:379–423623656CrossrefGoogle Scholar
  • Stone M. The opinion pool. Ann. Math. Statist. (1961) 32:1339–1342CrossrefGoogle Scholar
  • Wesolowsky G. The Weber problem: History and perspective. Location Sci. (1993) 1:5–23Google Scholar
  • Winkler R. L. Scoring rules and the evaluation of probability assessors. J. Amer. Statist. Assoc. (1969) 64(327):1073–1078CrossrefGoogle Scholar
  • Winkler R. L. Combining probability distributions from dependent information sources. Management Sci. (1981) 27(4):479–488LinkGoogle Scholar
  • Winkler R. L. Combining forecasts: A philosophical basis and some current issues. Internat. J. Forecasting (1989) 5:605–609CrossrefGoogle Scholar
INFORMS site uses cookies to store information on your computer. Some are essential to make our site work; Others help us improve the user experience. By using this site, you consent to the placement of these cookies. Please read our Privacy Statement to learn more.