The ultimate goal of earthquake early warning (EEW) is to provide local shaking information to users before the strong shaking from an earthquake reaches their location. This is accomplished by operating one or more real‐time analyses that attempt to predict shaking intensity, often by estimating the earthquake’s location and magnitude and then predicting the ground motion from that point source. Other EEW algorithms use finite rupture models or may directly estimate ground motion without first solving for an earthquake source. EEW performance could be improved if the information from these diverse and independent prediction models could be combined into one unified, ground‐motion prediction. In this article, we set the forecast shaking at each location as the common ground to combine all these predictions and introduce a Bayesian approach to creating better ground‐motion predictions. We also describe how this methodology could be used to build a new generation of EEW systems that provide optimal decisions customized for each user based on the user’s individual false‐alarm tolerance and the time necessary for that user to react.