A Bayesian statistics monograph built on de Finetti, Sanov and Bayes: exchangeable prediction under moment constraints gives maximum entropy laws, and testing, shrinkage, asymptotics and decision are read on one moderate deviation scale.
book information-theory kullback-leibler-divergence bayesian-statistics maximum-entropy large-deviations e-values exchangeability shrinkage-priors predictive-inference de-finetti-theorem sanov-theorem moderate-deviations
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Updated
Nov 9, 2026 - TeX