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Author

Sheng Jiang

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Preprint Sep 2026

Post-Corrected Raw-Score Martingale Posterior Sampling for von Mises-Fisher Models

We develop a finite-horizon calibration method for raw-score martingale posteriors, with von Mises--Fisher models as the main worked example. Starting from the maximum likelihood estimator, predictive paths are generated by simulating future observations from the current fitted model and updating the natural parameter...

Yi Xu, Xin-Ye Chen, Sheng Jiang · 0 citations

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