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Doob’s consistency of a non-Bayesian updating process

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  • Kawakami, Hajime

Abstract

We consider an asymptotic property of the posterior distribution (belief) of a non-Bayesian updating process. For the Bayesian updating process, the corresponding property is known as Doob’s consistency. The result of our study provides a sufficient condition for the non-Bayesian updating process to satisfy this property.

Suggested Citation

  • Kawakami, Hajime, 2023. "Doob’s consistency of a non-Bayesian updating process," Statistics & Probability Letters, Elsevier, vol. 203(C).
    • Handle: RePEc:eee:stapro:v:203:y:2023:i:c:s0167715223001451
    DOI: 10.1016/j.spl.2023.109921
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    References listed on IDEAS

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    4. Jadbabaie, Ali & Molavi, Pooya & Sandroni, Alvaro & Tahbaz-Salehi, Alireza, 2012. "Non-Bayesian social learning," Games and Economic Behavior, Elsevier, vol. 76(1), pages 210-225.
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    6. Lijoi, Antonio & Prünster, Igor & Walker, Stephen G., 2007. "Bayesian Consistency For Stationary Models," Econometric Theory, Cambridge University Press, vol. 23(4), pages 749-759, August.
    7. Pati, Debdeep & Dunson, David B. & Tokdar, Surya T., 2013. "Posterior consistency in conditional distribution estimation," Journal of Multivariate Analysis, Elsevier, vol. 116(C), pages 456-472.
    8. Ghosal,Subhashis & van der Vaart,Aad, 2017. "Fundamentals of Nonparametric Bayesian Inference," Cambridge Books, Cambridge University Press, number 9780521878265.
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