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A. Linero

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Preprint Jul 2026

A Simple Example of Bayesian Nonparametric Inconsistency

I present a very simple example in which a full-support prior over distribution functions has an inconsistent posterior, which I believe has instructive value. The example is $Y_i \stackrel{\text{iid}}{\sim} P_0$ under the Bayesian hierarchical model $[Y_i \mid P] \stackrel{\text{iid}}{\sim} P$ and $P \sim \int \mbox{D...

A. Linero · 0 citations