Discussion of Martingale Posterior Distributions by E. Fong, C. Holmes, and S. G. Walker

Abstract

In this discussion note, we respond to the fascinating paper "Martingale Posterior Distributions" by E. Fong, C. Holmes, and S. G. Walker with a couple of comments. On the basis of previous research, a theorem is stated regarding the relationship between frequentist bootstrap and stick-breaking process.

2 pages. A written contribution to the RSS discussion meeting for JRSS-B