Conditioning by rare sources
M. Grendar
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 -family of distributions. The results parallel those of Large Deviations for Empirical Measures (Sanov's Theorem and Conditional Limit Theorem).
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