Discussion of Martingale Posterior Distributions by E. Fong, C. Holmes, and S. G. Walker

2023/01/14 by Draper, David, Guo, Erdong
#FOS: Computer and information sciences #Methodology (stat.ME)

paper · doi:10.48550/arxiv.2302.07779

Abstract

In this discussion note, we respond to the fascinating paper "Martingale Posterior Distributions" by E. Fong, C. Holmes, and S. G. Walker with a couple of comments. On the basis of previous research, a theorem is stated regarding the relationship between frequentist bootstrap and stick-breaking process.

Related

• Discussion of Martingale Posterior Distributions
• Asymptotics for parametric martingale posteriors
• Martingale marginals do not always determine convergence
• On rates of convergence for posterior distributions under misspecification
• On the use of Markovian stick-breaking priors