Bayesian Predictive Inference Without a Prior
(2023)
Journal Article
Berti, P., Dreassi, E., Leisen, F., Pratelli, L., & Rigo, P. (2023). Bayesian Predictive Inference Without a Prior. Statistica Sinica, 33(4), 2405-2429. https://doi.org/10.5705/ss.202021.0238
Let (Xn : n ≥ 1) be a sequence of random observations. Let σn(·) = P (Xn+1 ∈ · | X1, . . . , Xn) be the n-th predictive distribution and σ0(·)=P (X1 ∈ ·) the marginal distribution of X1. To make predictions on (Xn), a Bayesian forecaster only needs t... Read More about Bayesian Predictive Inference Without a Prior.