3 papers
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.PR2025
Weak convergence of predictive distributions
Fabrizio Leisen, Luca Pratelli, Pietro Rigo
Let be a sequence of random variables with values in a standard Borel space . We investigate the condition \begin{gather}\label{x56w1q} E\bigl\{f(X_{n+1})\mid X_1,\ldots…
stat.ME2025
Bayesian nonparametric inference on a Fréchet class
Emanuela Dreassi, Luca Pratelli, Pietro Rigo
Let and be probability spaces and a sequence of random variables with values in $(\mathcal{X}\times\mathcal{Y}…