Jiaqi Gu and Guosheng Yin’s contribution to the Discussion of ‘Martingale Posterior Distributions’ by Fong, Holmes and Walker
贾琦顾与郭胜尹对《鞅后验分布》的讨论
We congratulate the authors for their thought-provoking paper, especially in the three aspects as follows. Instead of imposing a prior π(θ) on the parameter θ of a likelihood function fθ(y), where both π and fθ are elicited subjectively, the authors proposed the framework of martingale posterior to directly model the predictive p(yn+1:∞∣y1:n) for which only the prior predictive p(y) needs to be specified. As a result, Bayesian inference can be conducted on any parameter (or…