L-Divergence Consistency for a Discrete Prior

Abstract

Posterior distribution over a countable set M of continuous data-sampling distributions piles up at L-projection of the true distribution r on M, provided that the L-projection is unique. If there are several L-projections of r on M, then the posterior probability splits among them equally.

Typos corrected

Cited by in corpus (1)

• Maximum Probability and Relative Entropy Maximization. Bayesian Maximum Probability and Empirical Likelihood