A learning algorithm for source aggregation

摘要

xml:id="mma4086-para-0001">The problem of model aggregation from various information sources of unknown validity is addressed in terms of a variational problem in the space of probability measures. A weight allocation scheme to the various sources is proposed, which is designed to lead to the best aggregate model compatible with the available data and the set of prior measures provided by the information sources. Copyright ? 2016 John Wiley & Sons, Ltd.