License: MIT

Tests for Bayesian stacking

This repository contains tests based on the methodologies discussed by Yuling et al. 2018, but not sure if my codes are correct.

Reference

Yao, Yuling, Aki Vehtari, Daniel Simpson, and Andrew Gelman. “Using Stacking to Average Bayesian Predictive Distributions (with Discussion).” Bayesian Analysis 13, no. 3 (September 2018): 917–1007. https://doi.org/10.1214/17-BA1091.