Combining Estimators II: General Linear Interpolation

In simple linear interpolation, the weights were just a single number, but one can define a more general and powerful model where the weights are a function of the history.

For k probability functions Pk, the general form for a linear interpolation model is: Pli(w|h)= ?ik ?i(h) Pi(w|h) where 0??i(h)?1 and ?i ?i(h) =1

In simple linear interpolation, the weights were just a single number, but one can define a more general and powerful model where the weights are a function of the history.