Martingale posteriors for generative classifiers

DOI10.1016/J.SPL.2025.110627MaRDI QIDQ7255801zbMATH OpenFDO

Authors Pier Giovanni Bissiri, Matteo Borrotti

Publication date 1 June 2026

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPL.2025.110627

zbMATH Keywords

conditionally identically distributed sequencesgenerative methods for classificationlinear discriminant analysismartingale posteriorsquadratic discriminant analysis

Mathematics Subject Classification ID

Statistics (62-XX) Parametric inference (62Fxx) Multivariate analysis (62Hxx)

Cites work

• An introduction to statistical learning. With applications in R
• Bayesian analysis with conditionally identically distributed sequences
• Limit theorems for a class of identically distributed random variables.
• Martingale posterior distributions
• Martingale posterior distributions for cumulative hazard functions
• Martingale posterior distributions for time-series models
• Martingale Posterior Inference for Finite Mixture Models and Clustering
• Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach

Cited in

(1)

• Spectral curvature of stochastic hazard operators on graphs

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