Conditioning by rare sources

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 $L$-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 $\Lambda$-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

Cited by in corpus (1)

• L-Divergence Consistency for a Discrete Prior