Bayesian Priors from Loss Matching (Q5383215)

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scientific article; zbMATH DE number 7068662
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Bayesian Priors from Loss Matching
scientific article; zbMATH DE number 7068662

    Statements

    title
    Bayesian Priors from Loss Matching (English)
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    author
    Philip J. Brown
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    Stephen G. Walker
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    publication date
    20 June 2019
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    zbMATH Keywords
    conjugate prior
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    Dirichlet process
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    Kullback-Leibler divergence
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    loss function
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    model choice
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    \(\mathcal{M}\)-open
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    prior distribution
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    self-information loss
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    Identifiers

    zbMATH DE Number
    7068662
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