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math.ST2025
On A Necessary Condition For Posterior Inconsistency: New Insights From A Classic Counterexample
Nicola Bariletto, Stephen G. Walker
The consistency of posterior distributions in density estimation is at the core of Bayesian statistical theory. Classical work established sufficient conditions, typically combinin…
math.ST2025
Posterior Consistency in Parametric Models via a Tighter Notion of Identifiability
Nicola Bariletto, Bernardo Flores, Stephen G. Walker
We study Bayesian posterior consistency in parametric density models with proper priors, challenging the perception that the problem is settled. Classical results established consi…