Averaging expert predictions

J Kivinen, MK Warmuth - European Conference on Computational …, 1999 - Springer
… of predicting with expert advice [Vov90,CBFH+… are n experts, and the prediction of the ith
expert for the tth outcome is given by xt,i ∈ [0, 1]. The vector xt of all the expertspredictions at …

Aggregating predictions from experts: A review of statistical methods, experiments, and applications

T McAndrew, N Wattanachit… - Wiley Interdisciplinary …, 2021 - Wiley Online Library
… in the prediction process.We give an updated review of aggregating expert predictions in the
… Non-parametric models included averaging quantiles, equally weighting expert predictions, …

Improving predictions using ensemble Bayesian model averaging

JM Montgomery, FM Hollenbach, MD Ward - Political Analysis, 2012 - cambridge.org
… each expert, we pooled them together and treat all the expert … coded the expert forecast to
be the mean expert prediction. … expert forecast predicts a vote to affirm if a majority of experts

An empirical comparison of algorithms for aggregating expert predictions

V Dani, O Madani, DM Pennock, S Sanghai… - arXiv preprint arXiv …, 2012 - arxiv.org
… to improve over simple averaging of the predictions in terms of prediction accuracy, but that
expert’s prediction exhibits the most consistent superior performance over simple averaging

Aggregating expert predictions in a networked environment

RL Major, CT Ragsdale - Computers & Operations Research, 2001 - Elsevier
… The performance measure reported in this research is an average of the number of observations
in the validation sample that were misclassified. Each subset contained 50% failed and …

[HTML][HTML] Mathematically aggregating experts' predictions of possible futures

AM Hanea, DP Wilkinson, M McBride, A Lyon… - PLoS one, 2021 - journals.plos.org
… not average the multiple estimates of the same individual (instead, we combine estimates
from multiple experts)… used in the expert judgement literature—namely, simple averages of the …

Improving expert predictions with conformal prediction

E Straitouri, L Wang, N Okati… - … on Machine Learning, 2023 - proceedings.mlr.press
… real expert predictions demonstrate that our system may help experts make more accurate
predictions … Finally, by using our system, our results suggest that the (average) expert would …

How to use expert advice

N Cesa-Bianchi, Y Freund, D Haussler… - Journal of the ACM …, 1997 - dl.acm.org
… by combining the predictions of several prediction strategies, called experts. Our analysis is
for … We define the average covering radius of , denoted R(), as the average l1 distance from a …

[HTML][HTML] Expert aggregation for financial forecasting

C Remlinger, C Alasseur, M Brière, J Mikael - The Journal of Finance and …, 2023 - Elsevier
… forests and linear models to forecast stock returns and build portfolios from the predictions. …
The bottom graph plots the average expert weights of the long and short aggregations of …

Methods for combining experts' probability assessments

RA Jacobs - Neural computation, 1995 - ieeexplore.ieee.org
… that selects the expert with the smallest prediction error. In con… the prediction error in terms
of the linear aggregation of the … p* is a weighted average of the prior mean and the experts' …