Ramses Mena Chavez's contribution to the Discussion of ‘Martingale Posterior Distributions’ by Fong, Holmes and Walker
Mena Chavez 对《鞅后验分布》的讨论
I congratulate the authors for introducing a novel approach for Bayesian inference, which avoids directly using the posterior distribution, often not available or computationally expensive. In addition to opening several lines of thinking about the foundations of Bayesian statistics, their proposal unveils many interesting directions to be explored and applied within the world of statistics. With an infinite population and the epistemic view of uncertainty (see, e.g.…