Conditioning by rare sources

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In this paper we study the exponential decay of posterior probability of a set of sources and conditioning by rare sources for both uniform and general prior distributions of sources. The decay rate is determined by $L$-divergence and rare sources from a convex, closed set asymptotically conditionally concentrate on an $L$-projection. $L$-projection on a linear family of sources belongs to $\varLambda$-family of distributions. The results parallel those of Large Deviations for Empirical Measures (Sanov's Theorem and Conditional Limit Theorem).
Identical with version 1. Replaced by an error

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Statistics Theory, Probability, 60F10; 94A15

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http://salesiana.dossiersoluciones.com/handle/123456789/130942

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0601048
 http://arxiv.org/abs/math/0601048

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arXiv