Conjugacy is not guaranteed by a name
Topic: Exponential families and conjugacy · more questions on this topic
‹ Three different “flat” Poisson priors Sufficiency and the posterior ›
Explain why support compatibility is necessary but not sufficient for a prior to be conjugate. Given an unfamiliar likelihood, write a practical sequence for searching its kernel for a conjugate family. What computational options remain if no useful standard conjugate family is available?