Bayesian analysis with conditionally identically distributed sequences

DOI10.1214/25-EJS2369MaRDI QIDQ6979882zbMATH OpenFDO

Authors Pier Giovanni Bissiri, Stephen G. Walker

Publication date 23 May 2025

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-19/issue-1/Bayesian-analysis-with-conditionally-identically-distributed-sequences/10.1214/25-EJS2369.full

zbMATH Keywords

copula modelMLEpredictive density

Mathematics Subject Classification ID

Exchangeability for stochastic processes (60G09) Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites work

• A class of models for Bayesian predictive inference
• An introduction to copulas.
• Asymptotics of certain conditionally identically distributed sequences
• Bayesian Nonparametrics
• Bayesian Predictive Inference Without a Prior
• Conditionally identically distributed species sampling sequences
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 578421 (Why is no real title available?)
• scientific article; zbMATH DE number 3063387 (Why is no real title available?)
• Limit theorems for a class of identically distributed random variables.
• Martingale posterior distributions
• Maximum Likelihood Estimation of Misspecified Models
• Note on the Consistency of the Maximum Likelihood Estimate
• On a notion of partially conditionally identically distributed sequences
• Symmetric Measures on Cartesian Products
• Theory of statistics
• Uniform Convergence in Probability and Stochastic Equicontinuity

Cited in

(2)

• Weak convergence in probability of predictive distributions
• Martingale posteriors for generative classifiers

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