Alphabeta Math
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How statement and proof provenance work

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A Hölder-density entropy bound gives the source-covered rate

Example

Let 0<α≤1 and let Hα(L) be the class of measurable probability densities on [0,1] satisfying 0≤p≤L and ∣p(x)−p(y)∣≤L∣x−y∣α. Suppose a dominated IID model has truth p0∈Hα(L), density image Fn=Hα(L) at each n, and a proper prior Π on a measurable parameterization of this class with a jointly measurable density family. Assume its Hellinger packing numbers obey log⁡D(u,Fn,h)≤CHu−1/α for all sufficiently small u>0. Fix C>0, choose K≥max⁡{1,CHα/(2α+1)}, and set ϵ0:=K and ϵn:=Kn−α/(2α+1) for n≥1. Assume that, for all sufficiently large n, Π ⁣{θ:KL(P0∥Pθ)≤ϵn2,∫[log⁡pθp0]2p0 dμ≤ϵn2}≥e−Cnϵn2. Here μ is Lebesgue measure on [0,1], and the log-square expression is the second moment, with the weighted integrand zero where p0=0 and +∞ where p0>0,pθ=0, as in IID posterior contraction by entropy and prior mass. Take the full parameter space as the sieve, so its prior tail is zero. Then the entropy balance gives the source-covered rate ϵn≍n−α/(2α+1) under the theorem's sufficient conditions.

Facts & Assumptions

Given: The density class, its stated packing-entropy bound, the proper prior and jointly measurable dominated IID model, the local KL/log-square prior-mass bound, and CH>0.

[A1]

Assume the Axiom of Choice The Axiom of Choice used by the likelihood-density and directional KL conventions inherited from IID posterior contraction by entropy and prior mass.

[F1]

Sieve metric entropy produces uniform exponential tests defines D(u,F,h) as the supremal cardinality of a finite subset whose pairwise Hellinger distances exceed u.

[F2]

Kullback–Leibler divergence uses the directional convention KL(P0∥Pθ)=P0log⁡(p0/pθ), with value +∞ if P0≪̸Pθ.

[F3]

IID posterior contraction by entropy and prior mass gives contraction in the selected metric in P0n-probability when the entropy, sieve-tail, and local KL/log-square prior-mass conditions hold.

Verification

Given: The hypotheses in the Example.

1.1A1F1F2F3givenalgebra

The chosen K is fixed and 1/(2α+1)>0, so ϵn→0 and nϵn2=K2n1/(2α+1)→∞. For all sufficiently large n, the assumed entropy bound gives log⁡D(ϵn,F,h)≤CHK−1/αn1/(2α+1)≤K2n1/(2α+1)=nϵn2, because K2+1/α≥CH. The full-space sieve has Π(Θnc)=0, and the local prior-mass premise is exactly the theorem's remaining prior condition.

2.1F1F3step 1.1∎

All hypotheses of [F3] now hold eventually with the Hellinger metric and the positive sequence (ϵn). Hence for sufficiently large fixed M, the posterior mass outside the Hellinger ball of radius MKn−α/(2α+1) tends to zero in P0n-probability. This is a sufficient-condition rate calculation only; it does not prove the class's entropy bound or assert a minimax lower bound.

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