Abstract
Here, we demonstrate that the inferential model (IM) framework, unlike the updating rules that Gong and Meng show to be unreliable, provides valid and efficient inferences/prediction while not being susceptible to sure loss. In this sense, the IM framework settles what Gong and Meng characterized as “unsettling.”
Citation
Chuanhai Liu. Ryan Martin. "Comment: Settle the Unsettling: An Inferential Models Perspective." Statist. Sci. 36 (2) 196 - 200, May 2021. https://doi.org/10.1214/21-STS765B
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