Discussion on Using Stacking to Average Bayesian Predictive Distributions by Yao et al
William Weimin Yoo · arXiv (Cornell University) · 2018
I begin by summarizing key ideas of the paper under discussion. Then I will talk about a graphical modeling perspective, posterior contraction rates and alternative methods of aggregation. Moreover, I will also discuss possible applications of the stacking method to other problems, in particular, aggregating (sub)posterior distributions in distributed computing.