6 problems
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The prior-averaging obstruction to inconsistency in oscillatory density models
Let denote the true uniform density in the cosine-based model, and consider oscillatory densities in the model's tail that weakly target . A prior is called reasonable i…
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Posterior consistency of the rearranged quantile regression posterior
Let be the increasing rearrangement of the quantile regression posterior draw . Conjecture on posterior consistency. The rearranged quantile…
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Posterior consistency at the true parameter under Gibbs sampling
Let be the true parameter, let be sampled according to , and let denote the posterior probability measure on…
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Conjecture on posterior Wasserstein contraction under the condition
Let be the true distribution, let denote a posterior draw, let be the empirical distribution based on observations, and let be the Wasserstein me…
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The discreteness explanation for the posterior MSE phase transition
Discreteness conjecture. The observed phase transition, in which the mean squared error begins to decay exponentially after dropping below approximately , is caused by the dis…
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A general posterior consistency theorem under the global null for linear models
General consistency theorem conjecture. A general consistency theorem under the global null for linear models should hold, and proving it may require a general version of Doob's th…