Bayesian forecasting and decisions under model uncertainty: Here and back again (1988–2024)

Some context and perspective: On statistical analysis with multiple- or many- candidate models defining model-specific predictions and decision recommendations. How to calibrate, collate and combine for formal subjective Bayesian inference and resulting decisions?

Some highlights: Historical contexts, influences, and the relevance of revisiting "old" and broad thinking on Bayesian analysis; Applied contexts including financial portfolios and macroeconomic policy decisions; And, of course, foundations and theory, methodological advances, and current research frontiers.