Gibbs posterior convergence and the thermodynamic formalism

@article{Mcgoff2019GibbsPC,
  title={Gibbs posterior convergence and the thermodynamic formalism},
  author={Kevin Mcgoff and Sayan Mukherjee and Andrew B. Nobel},
  journal={The Annals of Applied Probability},
  year={2019}
}
In this paper we consider a Bayesian framework for making inferences about dynamical systems from ergodic observations. The proposed Bayesian procedure is based on the Gibbs posterior, a decision theoretic generalization of standard Bayesian inference. We place a prior over a model class consisting of a parametrized family of Gibbs measures on a mixing shift of finite type. This model class generalizes (hidden) Markov chain models by allowing for long range dependencies, including Markov chains… 
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8 Citations

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