An Approximate Bayesian Algorithm for Combining Forecasts*
提出一种基于凸组合的共识预测方法，通过函数近似实现权重顺序更新，解决精确贝叶斯更新计算复杂的问题，并用实例验证。
Abstract In this paper we propose a consensus forecasting method based on a convex combination of individual forecast densities. The exact Bayesian updating of the convex combination weights is very complex and practically prohibitive. We propose a simple sequential updating alternative method based on function approximation. Several examples illustrate the method.