Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Combining Predictive Distributions   Predictive distributions need to be aggregated when probabilistic forecasts
are merged, or when expert opinions expressed in terms of probability
distributions are fused. We take a prediction space approach that applies to
discrete, mixed discrete-continuous and continuous predictive distributions
alike, and study combination formulas for cumulative distribution functions
from the perspectives of coherence, probabilistic and conditional calibration,
and dispersion. Both linear and non-linear aggregation methods are
investigated, including generalized, spread-adjusted and beta-transformed
linear pools. The effects and techniques are demonstrated theoretically, in
simulation examples, and in case studies on density forecasts for S&P 500
returns and daily maximum temperature at Seattle-Tacoma Airport.

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The categories of this paper are: q-alg
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The categories of this paper are: hep-lat
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The categories of this paper are: alg-geom
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The categories of this paper are: chao-dyn
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The categories of this paper are: nlin
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The categories of this paper are: adap-org
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The categories of this paper are: quant-ph
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The categories of this paper are: hep-th
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The categories of this paper are: q-bio
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The categories of this paper are: supr-con
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The categories of this paper are: cond-mat
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The categories of this paper are: nucl-ex
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The categories of this paper are: bayes-an
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The categories of this paper are: math-ph
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The categories of this paper are: nucl-th
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The categories of this paper are: hep-ex