Conditioning by rare sources

2006/01/03 by Marián Grendár, M. Grendar, Grendar, M. · 1 citation
Computer Science · Mathematics · #60F10 #94A15 #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST) #Target Tracking and Data Fusion in Sensor Networks #math.PR #math.ST #msc:60F10 #msc:94A15 #stat.TH

paper · pdf · doi:10.48550/arxiv.math/0601048

Identical with version 1. Replaced by an error

openalex publication_date 2006/01/03 · arxiv created 2007/01/12 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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 \varLambda-family of distributions. The results parallel those of Large Deviations for Empirical Measures (Sanov's Theorem and Conditional Limit Theorem).

Cited by

• L-Divergence Consistency for a Discrete Prior

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