# Posterior inference via Hill's prediction model

arXiv: https://arxiv.org/abs/2603.20071 · HTML: https://mlsanity.com/paper/2603.20071/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 20 Mar 2026.

## Built on by (most cited first, 1 of 1)

- [Some cautionary tales about Bayesian predictive inference](https://mlsanity.com/paper/2607.19206/) (2026)

## Abstract (arXiv)

This paper is concerned with the construction of prior free posterior distributions which rely on the use of one step ahead predictive distribution functions. These are typically more straightforward to motivate than prior distributions. Recent interest has been with Hill's An prediction model through what has become known as conformal prediction. This model predicts the next observation to lie with equal probability in the intervals created by the observed data. The prediction model generates complete data sets which can be used to provide posterior inference on any statistic of interest.