True models, predicitve models, and consistent Bayesian state-space estimators for chaotic dynamics

I recently posted about a reply to a PNAS paper in which we show that, contrary to the claim in the original publication, the “true” model does by no means delivers worse predictions for chaotic population dynamics than time-series methods without any specific mechanism underlying, provided appropriate statistical estimation methods are used. To be clear,…

Bayesian state-space models lead to biased parameter estimates when applied to chaotic population dynamics (or so it seems)

… but does “model-free” forecasting really outperform the “true” model? I’ve been busy in the last while, which is both the reason why it has been quiet on this blog and why I didn’t manage to write earlier about a note that we submitted three weeks ago to the arXiv. The note responds to a…