Jeffreys' prior is asymptotically least favorable under entropy risk (Q1333128): Difference between revisions

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Latest revision as of 16:47, 22 May 2024

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Jeffreys' prior is asymptotically least favorable under entropy risk
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    Jeffreys' prior is asymptotically least favorable under entropy risk (English)
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    14 September 1995
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    Fisher information
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    data compression
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    least favorable priors
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    source coding
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    channel capacity
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    Jeffreys' prior
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    Shannon's mutual information
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    large sample decision theoretic properties
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    relative entropy
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    Kullback- Leibler distance
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    asymptotic expression
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    minimax risk
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    maximin risk
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    continuous positive priors
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    Bayes risk
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    reference prior
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    maximum entropy prior
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    probabilistic coding
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