Ben Swallow's contribution to the Discussion of ‘Martingale Posterior Distributions’ by Fong, Holmes and Walker
Ben Swallow对《鞅后验分布》的讨论意见
Fong et al. (2023) present an interesting and novel approach to conducting Bayesian posterior estimation utilising a joint predictive distribution over missing potential observations and justify how this approach of generating one-step-ahead predictive distributions naturally aligns with the Bayesian likelihood-prior paradigm. The authors mention time series and hierarchical data as areas of potential future development. However, one of the major topics in Bayesian…