Some cautionary tales about Bayesian predictive inference

arXiv:2607.19206 · math.ST, stat.ME, stat.ML · Submitted 2026-07-21 · Read on arXiv

Emanuela Dreassi, Fabrizio Leisen, Luca Pratelli, Pietro Rigo

math.ST, stat.ME, stat.ML

Submitted: 2026-07-21

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Exchangeability — 13× in this paper · explained in 2 episodes
• Asymptotic Normality — 1× in this paper · explained in 2 episodes
• Causal Inference — 1× in this paper · explained in 5 episodes
• Conformal Prediction — 1× in this paper · explained in 11 episodes
• Consistency — 1× in this paper · explained in 3 episodes
• Copula — 1× in this paper · explained in 2 episodes
• Diffusion Processes — 1× in this paper · explained in 2 episodes
• Predictive Modeling — 1× in this paper · explained in 3 episodes

Sources

• Posterior inference via Hill's prediction model
• Posterior uncertainty for kernel density estimates

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