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math.ST2026
A New Look at Bayesian Testing
Jyotishka Datta, Nicholas G. Polson, Vadim Sokolov +1
We identify the critical deviation scale governing Bayesian evidence accumulation in regular parametric testing. Under integrated Bayes risk with zero-one loss, the risk-optimal re…
math.ST2026
Polynomial Log-Marginals and Tweedie's Formula : When Is Bayes Possible?
Jyotishka Datta, Nicholas G. Polson
Motivated by Tweedie's formula for the Compound Decision problem, we examine the theoretical foundations of empirical Bayes estimators that directly model the marginal density $m(y…
math.ST2025
Conformal Prediction = Bayes?
Jyotishka Datta, Nicholas G. Polson, Vadim Sokolov +1
Conformal prediction (CP) is widely presented as distribution-free predictive inference with finite-sample marginal coverage under exchangeability. We argue that CP is best underst…