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math.ST2024★ 3 cited
Asymptotics for parametric martingale posteriors
Edwin Fong, Andrew Yiu
The martingale posterior framework is a generalization of Bayesian inference where one elicits a sequence of one-step ahead predictive densities instead of the likelihood and prior…
stat.ME2024★ 3 cited
Bayesian Quantile Estimation and Regression with Martingale Posteriors
Edwin Fong, Andrew Yiu
Quantile estimation and regression within the Bayesian framework is challenging as the choice of likelihood and prior is not obvious. In this paper, we introduce a novel Bayesian n…