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CounterexampleConstruction: AI-generatedVerification: AI-generatedPipeline-generatedjudge pass (gpt-6-luna)verified 2026-10-22 (gpt-6.1-sol)
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A nonintegrable error envelope destroys the linear Hellinger rate

Statement refuted

For every separable real Banach space X, Borel set D⊆X, and Borel probability μ0 with μ0(D)=1 and positive mass on a bounded subset of D. Give D the relative norm topology. Let Φ,ΦN:D→R be finite continuous potentials indexed by integers N≥1, let M1,M2:[0,∞)→[0,∞) be Borel and nondecreasing, and let ψN≥0 tend to zero. If Φ,ΦN≥−M1(∥u∥X) and ∣ΦN(u)−Φ(u)∣≤M2(∥u∥X)ψN for every u,N, and their evidence normalizers are positive and finite, then there are C<∞ and N0 such that the library root-L2 Hellinger distance satisfies h(Π,ΠN)≤CψN for every N≥N0, even without assuming ∫DeM1(∥u∥X)(1+M2(∥u∥X)2) dμ0<∞.

Facts & Assumptions

Given: A counterexample is required to the no-integrability claim in Statement refuted.

[F1]

For a fixed-data potential, Z=∫e−Φ dμ0 and the posterior density relative to μ0 is e−Φ/Z on positive finite evidence fibers. Misfit evidence and the potential posterior law

[F2]

For supplied densities p,q relative to the same measure, the library Hellinger distance satisfies h2=∫(p−q)2 dμ0. Root-L2 Hellinger distance for dominated laws

[F3]

The series ∑n≥1n−2 converges, while ∑n≥1n−1 diverges. For rational p>0, ∑1/kp converges iff p>1

[F4]

The valid potential-discretization result assumes ∫eM1(1+M22) dμ0<∞ to conclude a linear Hellinger rate. Hellinger error bound for posterior potential discretization

[F5]

The real exponential is continuous and strictly increasing, with e−x=1/ex and e1>1. The exponential function is strictly increasing, The exponential is positive and satisfies exp⁡(−x)=1/exp⁡(x)

[F6]

The real line with its absolute-value metric is a separable Banach space. For each n≥1, the intervals (x−∣x−n∣/2,x+∣x−n∣/2), indexed by x≠n, cover R∖{n} and omit n, so {n} is closed. Hence D=⋃n≥1{n} is Borel. Also (n−12,n+12)∩D={n} for each n≥1, so every singleton is relatively open, D is discrete, and every real-valued function on D is continuous. Banach space, Separability: the existence of an at most countable dense subset, A norm on a real vector space, the induced metric, and the dictionary with the metric axioms, The Borel sigma-algebra of a topological space, The metric topology: a set is open when every one of its points has a ball around it inside the set; closed means open complement, Subspace topology: the traces of the open sets, its closed sets and its bases, the continuity of the inclusion, and the characteristic property of a map into a subspace, Continuity of a map of topological spaces at a point and globally

[F7]

The assigned values of μ0 are nonnegative, and the empty set has measure zero by the empty sum. For pairwise disjoint Borel sets Aj⊆R, the nonnegative series in the definition of μ0 partitions across the disjoint sets Aj∩D, so μ0(⋃jAj)=∑jμ0(Aj). By [F3], c>0 is finite and c∑n≥1n−2=1, hence μ0 is a Borel probability measure with μ0(D)=1. Probability measures and probability spaces

Counterexample

Let X=R with its usual norm, D=N≥1 with the trace Borel sigma-algebra, and c=(∑n=1∞n−2)−1. For Borel A⊆R, define μ0(A):=c∑n∈A∩Dn−2, so μ0({n})=c/n2. Let Φ(n)=0, ΦN(n)=n/N for integers N≥1, and set M1(s)=0, M2(s)=s, and ψN=1/N. The potentials have common lower envelope zero and satisfy ∣ΦN(n)−Φ(n)∣=M2(∣n∣)ψN, but the weighted error envelope is not prior-integrable.

1.1F3F4F6F7givenconstructalgebra

By [F3], 0<∑n≥1n−2<∞, so c is finite and positive and [F7] makes μ0 a probability with μ0(D)=1. By [F6], D is Borel and has the discrete relative topology, so every real-valued function on D, including Φ,ΦN, is continuous. The real line with its usual norm is a separable Banach space by [F6]. Thus all Φ,ΦN are finite continuous functions on D. They satisfy Φ,ΦN≥0 and ∣ΦN(n)−Φ(n)∣=n/N=M2(∣n∣)ψN. But ∫DeM1(∣u∣)(1+M2(∣u∣)2) μ0(du)=∑n≥1cn2(1+n2)=+∞, since the second summand contributes c for each n. This is precisely the integrability hypothesis used by [F4], and it fails here.

2.1F1F3F5step 1.1givenchoosealgebra

The base evidence is Z=1. For each N, the approximate evidence ZN=∑n≥1cn2e−n/N is positive and at most one, so both posterior updates exist. Moreover ZN→1: given ϵ>0, choose m with ∑n>mc/n2<ϵ/2 by [F3]. The finite sum ∑n=1m(c/n2)(1−e−n/N) tends to zero by continuity of the exponential [F5], while the remaining tail of 1−ZN is at most ∑n>mc/n2<ϵ/2.

3.1F5step 2.1givenalgebra

Since e−1<1, the number α:=(1+e−1)/2 is less than one. From ZN→1, for all sufficiently large N we have ZN≥α. For n≥N, e−n/NZN≤e−1α=2e+1<1, so 1−e−n/N/ZN≥κ:=1−2/(e+1)>0.

4.1F2step 3.1givenalgebra∎

The posterior density of the base law relative to μ0 is 1, and that of the approximation is e−n/N/ZN. By [F2] and step 3.1, h(Π,ΠN)2=∑n≥1cn2(1−e−n/NZN)2≥κ2∑n=N2N−1cn2≥κ2c4N, because the block has N terms and each n in it satisfies n<2N. Therefore h(Π,ΠN)≥(κc/2)N−1/2, while ψN=N−1. The ratio h(Π,ΠN)/ψN is at least (κc/2)N and is unbounded, so the claimed O(ψN) rate fails.

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