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stat.ME2026
Post-Corrected Raw-Score Martingale Posterior Sampling for von Mises-Fisher Models
Yi Xu, Xinye Chen, Sheng Jiang
We develop a finite-horizon calibration method for raw-score martingale posteriors, with von Mises--Fisher models as the main worked example. Starting from the maximum likelihood e…
stat.ME2022★ 5 cited
Heavy-Tailed Density Estimation
Surya T Tokdar, Sheng Jiang, Erika L Cunningham
A novel statistical method is proposed and investigated for estimating a heavy tailed density under mild smoothness assumptions. Statistical analyses of heavy-tailed distributions…