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On adaptive Bayesian inference

We study the rate of Bayesian consistency for hierarchical priors consisting of prior weights on a model index set and a prior on a density model for each choice of model index. Ghosal, Lember and Van der Vaart [2] have obtained general in-probability theorems on the rate of convergence of the resulting posterior distributions. We extend their results to almost sure assertions. As an application we study log spline densities with a finite number of models and obtain that the Bayes procedure achieves the optimal minimax rate $n^{-\gamma/(2\gamma+1)}$ of convergence if the true density of the observations belongs to the H\"{o}lder space $C^{\gamma}[0,1]$. This strengthens a result in [1; 2]. We also study consistency of posterior distributions of the model index and give conditions ensuring that the posterior distributions concentrate their masses near the index of the best model.Comment: Published in at http://dx.doi.org/10.1214/08-EJS244 the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org

Holographic entanglement entropy and thermodynamic instability of planar R-charged black holes

The holographic entanglement entropy of an infinite strip subsystem on the asymptotic AdS boundary is used as a probe to study the thermodynamic instabilities of planar R-charged black holes (or their dual field theories). We focus on the single-charge AdS black holes in $D=5$, which correspond to spinning D3-branes with one non-vanishing angular momentum. Our results show that the holographic entanglement entropy indeed exhibits the thermodynamic instability associated with the divergence of the specific heat. When the width of the strip is large enough, the finite part of the holographic entanglement entropy as a function of the temperature resembles the thermal entropy, as is expected. As the width becomes smaller, however, the two entropies behave differently. In particular, there exists a critical value for the width of the strip, below which the finite part of the holographic entanglement entropy as a function of the temperature develops a self-intersection. We also find similar behavior in the single-charge black holes in $D=4$ and $7$.Comment: 21 pages, 15 figures; typo corrected, reference added, some descriptions clarifie