English

Conditioning by rare sources

Statistics Theory 2007-06-13 v2 Probability Statistics Theory

Abstract

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 LL-divergence and rare sources from a convex, closed set asymptotically conditionally concentrate on an LL-projection. LL-projection on a linear family of sources belongs to Λ\varLambda-family of distributions. The results parallel those of Large Deviations for Empirical Measures (Sanov's Theorem and Conditional Limit Theorem).

Keywords

Cite

@article{arxiv.math/0601048,
  title  = {Conditioning by rare sources},
  author = {M. Grendar},
  journal= {arXiv preprint arXiv:math/0601048},
  year   = {2007}
}

Comments

Identical with version 1. Replaced by an error