Spencer Wadsworth, Postdoctoral Scholar
University of Connecticut
Constructing a Disease Outbreak Forecast Ensemble
via Bayesian Gibbs Posterior Stacking
Abstract: In collaborative forecast projects, the combining of multiple probabilistic forecasts into an ensemble is standard practice, with linear pooling being a common combination method. The weighting scheme of a linear pool should be tailored to the specific research question, and weight selection is often performed via optimizing a proper scoring rule. This is known as optimal linear pooling. Besides optimal linear pooling, Bayesian predictive synthesis has emerged as a model probability updating scheme which is more flexible than standard Bayesian model averaging and which provides a Bayesian solution to selecting model weights for a linear pool. In many problems, equally weighted linear pool forecasts often outperform forecasts constructed using sophisticated weight selection methods. Thus, regularization to an equal weighting of forecasts may be a valuable addition to any weight selection method. In this presentation, I introduce an optimal linear pool based on a Gibbs posterior over stacked model weights optimized over a proper scoring rule. The Gibbs posterior extends stacking into a Bayesian framework by allowing for optimal weight solutions to be influenced by a prior distribution, and it also provides uncertainty quantification of weights in the form of a probability distribution. I compare ensemble forecast performance with model averaging methods and equal weighted models in simulation studies and in a real data example from the 2023-24 US Centers for Disease Control FluSight competition. In both the simulation studies and the FluSight analysis, the stacked Gibbs posterior produces ensemble forecasts which often outperform the ensembles of other methods.
Bio: I earned my PhD in statistics at Iowa State University in 2024 and am currently a postdoc in the UConn department of statistics working with Ofer Harel. My research interests include Bayesian hierarchical and nonparametric modeling with applications to disease outbreak forecasting and brain imaging data. I am obsessed with BYU sports and can hardly wait for them to play UConn in men's basketball next month!
DATE: Wednesday, October 8, 2025, 3:30 PM, AUST 434
Webex link:
https://uconn-cmr.webex.com/uconn-cmr/j.php?MTID=m49c5d8470e1a539c92b21704f002a8eb
Coffee will be available at 3:00 in the Noether Lounge (AUST 326)
For more information, contact: Tracy Burke at tracy.burke@uconn.edu