Martingale Posterior Distributions
We introduce the martingale posterior distribution, which returns Bayesian uncertainty directly on any statistic of interest without the need for the likelihood and prior, and this distribution can be sampled through a computational scheme we name predictive resampling. To that end, we introduce new predictive methodologies for multivariate density estimation, regression and classification that build upon recent work on bivariate copulas.
E. Fong, C. Holmes, S. G. Walker. "Martingale Posterior Distributions" arXiv. Link