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2 votes
0 answers
60 views

Concentration of posterior probability around a tiny fraction of the prior volume

In the context of approximating the evidence $Z$ in a Bayesian inference setting $$ Z = \int d\theta \mathcal L (\theta)\pi (\theta) $$ with $\mathcal L$ the likelihood, $\pi$ the prior, John Skilling'...
long_john's user avatar
0 votes
1 answer
162 views

Lower bound for reduced variance after conditioning

Let $X$ be a random variable with variance $\tau^2$ and $Y$ be another random variable such that $Y-X$ is independent of $X$ and has mean zero and variance $\sigma^2$. (One can think of $Y$ as a noisy ...
Nima's user avatar
  • 3
0 votes
1 answer
160 views

Shannon problem

Since a few days, I try in my research to model / formalize a source of Shannon a little weird, and I can't do it at all. First of all, I explain to you its operating principle and then I describe it ...
lulu2612's user avatar