26 January 2016 2 7K Report

I'm working with discrete distributions, and i have only one constraint (over the atomic events) on the posterior distribution. In particular, i have a prior distribution P over four atomic events w1, w2, w3, w4, and i want to find the distribution Q which diverges least from P and which satisfies Q(w1) + Q(w2) >= 0.6.

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