Optimal square-root pooling from expert opinions
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2024-05-01
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The paper proposes a novel approach to combine expert prior opinions based on information minimization. This is done in the square-root density space, identified with the positive orthant of the Hilbert unit sphere of differentiable functions.
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Kume, A, C Villa and SG Walker (2024). Optimal square-root pooling from expert opinions. Statistics and Probability Letters, 208. pp. 110014–110014. 10.1016/j.spl.2023.110014 Retrieved from https://hdl.handle.net/10161/33548.
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Cristiano Villa
Prof. Cristiano Villa main research area is in Bayesian statistics, with particular interest in objective methods. His output has been published in several peer-reviewed journals and presented at international conferences, such as the ISBA International Conference, the O-Bayes conference, and the ERCIM conference. In addition to his research, Prof. Villa is deeply committed to teaching and enjoys interacting with students. His teaching interests include probability, statistics, linear modelling, and risk management. Before joining Duke Kunshan University (DKU), Prof. Villa was a member of the Newcastle University (UK) and the University of Kent (UK). Prior to joining academia in 2014, he worked as an auditor and as an advisor for KPMG in several countries, including, Italy, UK, New Zealand, and Singapore. He holds an M.Sc. and a Ph.D. from the University of Kent, UK.
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