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math.ST2026
Some cautionary tales about Bayesian predictive inference
Emanuela Dreassi, Fabrizio Leisen, Luca Pratelli +1
Two misunderstandings, frequently arising in Bayesian predictive inference, are discussed. The first deals with the data generating mechanism, while the second consists in overesti…
math.ST2024
Asymptotics of predictive distributions driven by sample means and variances
Samuele Garelli, Fabrizio Leisen, Luca Pratelli +1
Let be the predictive distributions of a sequence of -dimensional random vectors. Suppose $$α_n…