Does the posterior necessarily follow the same conditional dependence structure as the prior? One of the assumptions in a model is the conditional dependence between random variables in the joint prior distribution. Consider the following model,
$$p(a,b|X) \propto p(X|a,b)p(a,b)$$
Now suppose an independence assumption for the prior $p(a,b) = p(a)p(b)$.
Does this assumption imply the posterior has the following conditional dependence as well?
$$p(a|X)p(b|X) \propto p(X|a,b)p(a)p(b)$$
 A: Your question can also be stated as: "$X$ is dependent on $a$ and $b$. And $a$ and $b$ are independent. Does this imply that $a$ and $b$ are conditionally independent given $X$?" 
The answer is no. We just need a counter-example to show it isn't the case. Suppose $X = a + b$.
Then, once we know $X$'s value, $a$ and $b$ are dependent (information about one tells us what the other will be). For example, suppose $X=5$. Then, if $a=3$, it tells us that $b=2$. Similarly, if $b=4$, it tells $a=1$. 
A: No, it doesn't: Under the assumption that $a \ \bot \ b$, the right-hand-side of your last equation is:
$$p(x|a,b) \cdot p(a) \cdot p(b) = p(x,a,b) \overset{a,b}{\propto} p(a,b|x).$$ 
Thus, you are effectively asking whether or not:
$$a \ \bot \ b \quad \quad \implies \quad \quad p(a|x) \cdot p(b|x) \propto p(a,b|x).$$
That is, you are asking whether prior independence of $a$ and $b$ implies posterior independence of these random variables.  Generally speaking, no it doesn't --- many statistical models involve data $x$ that give information about both prior variables, in such a way that they exhibit statistical dependence a posteriori.
