A projection posterior for exponentially tilted empirical likelihood that integrates generative AI auxiliary data, with new Bernstein-von Mises and consistency theorems under vanishing and persistent prior regimes.
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stat.ME 2years
2026 2verdicts
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Constrained weighted Bayesian bootstrap extends weighted Bayesian bootstrap to constrained posteriors with asymptotics matching restricted MLE and is demonstrated on option pricing.
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Empirical Likelihood with Generative AI
A projection posterior for exponentially tilted empirical likelihood that integrates generative AI auxiliary data, with new Bernstein-von Mises and consistency theorems under vanishing and persistent prior regimes.
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Constrained Weighted Bayesian Bootstrap
Constrained weighted Bayesian bootstrap extends weighted Bayesian bootstrap to constrained posteriors with asymptotics matching restricted MLE and is demonstrated on option pricing.