Information optimality and Bayesian modelling
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Publication:280206
DOI10.1016/J.JECONOM.2006.05.003zbMath1418.62024OpenAlexW2036915454WikidataQ56157770 ScholiaQ56157770MaRDI QIDQ280206
Publication date: 9 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.05.003
Bayesian inference (62F15) Information theory (general) (94A15) Statistical aspects of information-theoretic topics (62B10) Source coding (94A29)
Related Items (7)
Interpreting uninterpretable predictors: kernel methods, Shtarkov solutions, and random forests ⋮ A frequentist framework of inductive reasoning ⋮ Using the Bayesian Shtarkov solution for predictions ⋮ Statistical Problem Classes and Their Links to Information Theory ⋮ Asymptotically minimax Bayesian predictive densities for multinomial models ⋮ Eliciting vague but proper maximal entropy priors in Bayesian experiments ⋮ A remark on the maximum entropy principle in uncertainty theory
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