Building real-world ensembles

Forecasting & evaluation of infectious disease dynamics

Recall: all the COVID-19 forecasts

Recall: building ensembles

\[F_{LOP}(x) = \sum_{m=1}^M w_m F_m(x) \]

Figure credit: (Shandross et al. 2026)

Ensemble methods: to weight or not?

\[F_{LOP}(x) = \sum_{m=1}^M w_m F_m(x) \]

• How do you estimate weights?
  • by past performance: e.g., using forecast scores
  • by human judgment, using expertise and knowledge of mdoels
• Rarely better than equal average
  • lots of uncertainty in weight estimation!
  • put a “strong prior” on equal weights, both in your mental and statistical models

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References

Shandross, Li, Emily Howerton, Lucie Contamin, et al. 2026. “Multi-Model Ensembles in Infectious Disease and Public Health: Methods, Interpretation, and Implementation in R.” Statistics in Medicine 45 (1-2): e70333. https://doi.org/10.1002/sim.70333.