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math.ST2026
Convex order and preservation of convexity for Bayesian posterior updates
Erhan Bayraktar, Yuqiong Wang
We study how the response of a Bayesian posterior statistic to future observations changes as information accumulates. For a non-decreasing function , define $Π_n^T=\E[T(Θ)\vert…
math.ST2025
On hypoellipticity of degenerate operators in testing and detection problems
Erhan Bayraktar, Yuqiong Wang
We study a class of degenerate diffusion generators arising in sequential testing and quickest detection problems with partial information. The observation process is driven by …