A Bayesian Proof of the Bernoulli Theorem
We give a new proof of the Bernoulli theorem, conjectured by Talagrand and proved in the seminal work of Bednorz and Lata{\l}a. Our approach is based on information-theoretic ideas: lower bounds on the supremum of a Bernoulli process are translated to the fundamental limits of Bayesian estimation in a Cauchy additive c...