Isadora Antoniano Villalobos's contribution to the Discussion of ‘Martingale Posterior Distributions’ by Fong, Holmes and Walker
Isadora Antoniano Villalobos 对《鞅后验分布》的讨论
I thank the authors for their refreshing ideas, providing many insights and intuitions on the process of statistical learning. For years, Bayesians have considered two levels of uncertainty, the likelihood and the prior. By shifting the focus to the predictive distribution as a single expression of uncertainty about a future observation (given data), the sequential nature of statistical learning is made explicit, together with some of its limitations. If each observation…