When you use an underscore in a name, make sure to escape it first, like so:

I suspect that formally the A\_p are one type of [hyperprior](http://en.wikipedia.org/wiki/Hyperprior), but not all hyperpriors are A\_p (a/k/a metaprobabilities).

(This is necessary because underscores are yet another way to make things italic, and only applies to comments, as posts use different formatting.)