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Questions tagged [improper-prior]

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Understanding my posterior with an uninformative prior with a poisson likelihood. Am I thinking about this correctly?

I have a problem to which I am trying to apply a Bayesian model. My data is generated as follows \begin{align} N_i \mid \mu &\sim \text{Poisson}(\mu) \\ Y_i \mid N_i, \theta_i &\sim \text{...
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Objective Bayesianism: Jeffreys priors vs reference priors vs principle of transformation groups

According to this answer, José Bernardo has produced an original theory of reference priors where he chooses the prior in order to maximise the information brought by the data by maximising the ...
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Nonparametric Bayesian estimation of several black-box functions of different variables from their noisy sums

In order to introduce my problem, let’s start with the nonparametric estimation of a single unknown/black-box function $f:{\Omega _f} \to \mathbb{R}$ of a discrete variable $x$ in a finite domain ${\...
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Is there any reference about the almost sure convergence of a posterior distribution to the posterior with non-informative prior?

I'm trying to show $$ \pi(\theta_n|X) \overset{a.s.}{\to} \pi(\theta|X) $$ where $\theta_n \sim N(0, n)$, and $\pi(\theta) = 1$(improper), and $X$ is normal. Is there any reference, or hint to ...