Conditioning by rare sources
统计理论
2007-06-13 v2 概率论
统计理论
摘要
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).
引用
@article{arxiv.math/0601048,
title = {Conditioning by rare sources},
author = {M. Grendar},
journal= {arXiv preprint arXiv:math/0601048},
year = {2007}
}
备注
Identical with version 1. Replaced by an error