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We obtain necessary and sufficient conditions for Doob’s theorem to hold in general, which includes non-i.i.d. setup, and also extend the result to improper priors.

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Doob’s Theorem on Posterior Consistency Revisited

  • 章节

  • 发表日期：

    2025年

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  • R. V. Ramamoorthi,
  • B. V. Rao,
  • K. Sriram

摘要

We obtain necessary and sufficient conditions for Doob’s theorem to hold in general, which includes non-i.i.d. setup, and also extend the result to improper priors.