Pith Number

pith:CTYE6UVE

pith:2024:CTYE6UVE4GMUCD7DMEV34FWA6K

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A Kernel Score Perspective on Forecast Disagreement and the Linear Pool

Fabian Kr\"uger

Forecast disagreement among component distributions affects linear pool performance under any kernel scoring rule, with a new condition for optimal equal weights.

arxiv:2412.09430 v4 · 2024-12-12 · econ.EM · stat.AP

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\pithnumber{CTYE6UVE4GMUCD7DMEV34FWA6K}

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4 Citations open

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The bundle contains the canonical record plus signed events. A mirror can host it anywhere and recompute the same current state with the deterministic merge algorithm.

Claims

C1strongest claim

Our results indicate that forecast disagreement (measured as the average pairwise divergence of all component distributions) has important implications for the linear pool's performance. [...] yield a novel condition under which equal combination weights are optimal under a given kernel scoring rule.

C2weakest assumption

The mathematical properties that allow results on linear pooling under squared error loss extend without additional restrictions to the entire family of kernel scores across univariate, multivariate, discrete, and continuous settings.

C3one line summary

Generalizes linear pooling theory from squared error to kernel scores and identifies a condition for optimal equal weights based on forecast disagreement.

Receipt and verification

First computed	2026-06-01T01:03:39.361773Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

14f04f52a4e199410fe3612bbe16c0f2bcf85d100c701df2daf3301f8c389b04

Aliases

arxiv: 2412.09430 · arxiv_version: 2412.09430v4 · doi: 10.48550/arxiv.2412.09430 · pith_short_12: CTYE6UVE4GMU · pith_short_16: CTYE6UVE4GMUCD7D · pith_short_8: CTYE6UVE

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Verify this Pith Number yourself

curl -sH 'Accept: application/ld+json' https://pith.science/pith/CTYE6UVE4GMUCD7DMEV34FWA6K \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: 14f04f52a4e199410fe3612bbe16c0f2bcf85d100c701df2daf3301f8c389b04

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "f90a65921c2b0c92a4c54a3618deec92f1fb46c7f73dcbeea9e75f48d8e312cc",
    "cross_cats_sorted": [
      "stat.AP"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "econ.EM",
    "submitted_at": "2024-12-12T16:35:24Z",
    "title_canon_sha256": "424b0adc7516d272bbf4336445b200c5b3a6874ac4aed61240c13cefa7eb0839"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2412.09430",
    "kind": "arxiv",
    "version": 4
  }
}