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