Alphabeta Math
ExampleConstruction: AI-generatedVerification: AI-generatedPipeline-generatedjudge pass (gpt-6-luna)
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  • Literature-sourced: the exact statement appears in a cited source; only wording and notation differ.
  • AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
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A nonunique KL projection set need not select one parameter

Example

On X={0,1} with counting measure, let p0(0)=3/5, p0(1)=2/5; pa(0)=pa(1)=pb(0)=pb(1)=1/2; and pc(0)=1/5, pc(1)=4/5. Give prior probabilities Π(a)=Π(b)=1/4 and Π(c)=1/2. On the labels {a,b,c} use ρ(u,v)=0 for u=v and 1 otherwise. Take X1,X2,… IID with law P0.

Facts & Assumptions

Given: The finite model, prior, and IID sampling law in the Example.

[F1]

KL projection sets and relative KL neighborhoods: the KL projection is the full set of parameters minimizing KL(P0∥Pθ).

[A1]

Assume AC through the imported KL convention The Axiom of Choice. No additional choice is used in this finite model.

[F2]

Kolmogorov iid l1 strong law: integrable IID real variables have sample means converging almost surely to their expectation.

Verification

1.1A1F1algebra

Since pa=pb, their KL losses are equal. Direct calculation gives K(c)−K(a)=35log⁡1/21/5+25log⁡1/24/5=35log⁡52+25log⁡58=15log⁡3125512>0. Thus the minimizer set is Θ∗={a,b}.

2.1F1F2algebra∎

The likelihoods at a and b agree for every data vector, so their posterior odds remain Π(a)/Π(b)=1. The posterior odds of c against a have log equal to log⁡(Π(c)/Π(a))+∑i=1nlog⁡(pc(Xi)/pa(Xi)). By [F2], the sum divided by n tends almost surely to −(K(c)−K(a))<0. Hence the posterior mass of c, the complement of Θ∗, tends to zero while the posterior never selects one of a,b over the other.

Depends on

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