Alexandre Bouchard-Côté
Also related to: “Overly diffuse (non-informative) priors biasing the Bayes factor?” — Sierra
Idea: performing forward simulation from models based on different priors.
\[\Pi_n(\cdot) = \Pi_n(\cdot | X_1, X_2, \dots, X_n)\]
Fair question!!! Let us walk over what the notation means for a concrete problem we know well: beta binomial…
Context:
Theorem (Doob’s consistency): if an exchangeable model is identifiable, Bayesian consistency holds for this model.