Khazaei, Soleiman; Rousseau, Judith - Université Paris-Dauphine (Paris IX) - 2010
In this paper we discuss consistency of the posterior distribution in cases where the Kullback-Leibler condition is not verified. This condition is stated as : for all $\epsilon 0$ the prior probability of sets in the form $\{f ; KL(f0 , f ) \leq \epsilon\}$ where KL(f0 , f ) denotes the...