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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.CO2026
Martingale Posteriors for Discretely Observed Diffusions
Jingning Yao, Ajay Jasra, Sheng Jiang
In this paper we consider parameter estimation for discretely observed diffusion processes. In particular, we focus on data that are observed at low frequency and methodology that…