Consistency Issues in Bayesian Nonparametrics
1999
In this chapter we are mainly concerned with consistency of the posterior. Informally, the posterior is said to be consistent at a true value e0 if the following holds: Suppose XI&s; x2, ... &s;Xn indeed arise from Pen&s; then the posterior converges to the degenerate probability 6110 • Alternatively with P8" probability I, the posterior probability of any neighborhood U of e0 converges to I.