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Second-order exchangeability analysis for multi-model ensembles

Summary: Second-order exchangeability analysis for
multi-model ensembles
Jonathan Rougier
Department of Mathematics
University of Bristol, UK
Michael Goldstein
Department of Mathematical Sciences
Durham University, UK
Leanna House
Department of Statistics
Virginia Tech, Blacksburg VA, USA
File mme3.tex, February 21, 2012
The challenge of understanding complex systems often gives rise to a mul-
tiplicity of models. It is natural to consider whether the outputs of these
models can be combined to produce a system prediction that is more infor-
mative than the output of any one of the models taken in isolation. And,
in particular, to consider the relationship between the spread of model out-
puts and system uncertainty. We describe a statistical framework for such
a combination, based on the exchangeability of the models, and their co-


Source: Applebaum, David - Department of Probability and Statistics, University of Sheffield


Collections: Mathematics