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Finite-partition conjugacy gives no density-contraction theorem
Remarks
The normalized-gamma construction and finite-partition posterior update state no topology on and specify no density model. They therefore establish neither a weak-support theorem nor density-posterior consistency or contraction. A weak-support claim requires a specified topology and an argument that the prior assigns positive mass to each neighborhood in question. A density-posterior consistency or contraction claim additionally requires a specified sampling model and truth class, plus its own proof under the relevant model-specific hypotheses. For example, the finite-dimensional prior-mass bound in Ghosal--van der Vaart is one ingredient in a separate mixture analysis, not a consequence of the conjugate update alone.
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Sources
- Subhashis Ghosal and Aad van der Vaart, Posterior convergence rates of Dirichlet mixtures at smooth densities, 2007, Section 7 (standard reference, not scraped)
- Thomas S. Ferguson, A Bayesian Analysis of Some Nonparametric Problems, 1973, Section 3 (standard reference, not scraped)