2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/130720We use martingales to study Bayesian consistency. We derive sufficient conditions for both Hellinger and Kullback-Leibler consistency, which do not rely on the use of a sieve. Alternative sufficient conditions for Hellinger consistency are also found and demonstrated on examples.Published at http://dx.doi.org/10.1214/009053604000000409 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)Statistics Theory62G20 (Primary)New approaches to Bayesian consistencytext