A probabilistic view on predictive constructions for Bayesian learning

Patrizia Berti, Emanuela Dreassi, Fabrizio Leisen +2

Given a sequence $X=(X_1,X_2,\dots )$ of random observations, a Bayesian forecaster aims to predict $X_{n+1}$ based on $(X_1,\dots ,X_n)$ for each $n\ge 0$. To this end, in princip…