Published on August 21, 2025 11:11 PM GMT This post accompanies An Introduction to Credal Sets and Infra-Bayes Learnability. Notation We use ΔX to denote the space of probability distributions over a set X, which is assumed throughout to be a compact metric space. We use □X to denote the set of credal sets over X. Given f:X→R and m∈ΔX, let m(f):=Em[f]. Let C(X,Y) denote the space of continuous functions from X to Y. Proof of Lemma 1 Lemma 1: If A and O are finit...