How best to use a posterior sample as a prior for a future integration in another model?

[dorian821]

I haven’t experimented with it, but I shared the wrong link. I was relating Junpeng’s recommendation in this thread:

Empirical Prior Distribution

Thanks for the answer! I’ll ask something a bit different, if I want to model a prior as a step function with different densities In different regions. For example, 0.2 between 0 and 1, 0.5 between 1 and 1.5 and so forth. What’s the best way? Thank you!