Aggregation and Ensembles: Principled Combinations of Data

Perhaps the major story in forecasting the 2012 election is the growing awareness of the benefits of aggregating multiple sources of data for improving prediction. Most prominently, polling analysts including Simon Jackman, Drew Linzer, and Nate Silver made the strong case, ultimately validated by the election results, that combining information from multiple polls gives a better picture of the electorate than any poll analyzed in isolation.