Martingale posterior distributions
Serenissimo Bayes Reading Group 2024-2025
Embedded Files
Introduction to Martingale posterior distributions
Video 1 – JRSS-B discussion meeting by E. Fong, https://www.youtube.com/watch?v=FXp8c7wLyto
Video 2 – Seminar by C. Holmes, https://www.youtube.com/watch?v=Y9S4n42n0cY
Video 3 – Seminar by S. Walker, https://www.youtube.com/watch?v=0dAcNHBGi1s
Reading list
E. Fong, C. Holmes, S. G. Walker, Martingale posterior distributions, Journal of the Royal Statistical Society Series B: Statistical Methodology, Volume 85, Issue 5, November 2023, Pages 1357–1391, https://doi.org/10.1093/jrsssb/qkad005
Follow-up Reading List
E. Fong, A. Yiu, “Asymptotics for parametric martingale posteriors,” https://arxiv.org/abs/2410.17692.
E. Fong, A. Yiu, “Bayesian Quantile Estimation and Regression with Martingale Posteriors,” https://arxiv.org/abs/2406.03358
B. Moya. S. G. Walker. "Martingale Posterior Distributions for Time-Series Models." Statist. Sci. 40 (1) 68 - 80, 2025. https://doi.org/10.1214/23-STS914
Other elated papers:
- S. Fortini. S. Petrone. "Exchangeability, Prediction and Predictive Modeling in Bayesian Statistics." Statist. Sci. 40 (1) 40 - 67, 2025. https://doi.org/10.1214/24-STS965
- Berti, Patrizia, et al. “BAYESIAN PREDICTIVE INFERENCE WITHOUT A PRIOR.” Statistica Sinica, vol. 33, no. 4, 2023, pp. 2405–29. JSTOR, https://www.jstor.org/stable/27257176.
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