L-DIVERGENCE CONSISTENCY FOR A DISCRETE PRIOR

Authors

  • MARIAN GRENDAR

Keywords:

Bayesian consistency, L-divergence, multiple Lprojections.

Abstract

Posterior distribution over a countable setMof 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 onM, then the
posterior probability splits among them equally.

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Issue

Vol. 40 No. 1 (2006)

Section

Articles