Harmonic Bayesian Prediction Under \alpha -Divergence

DOI10.1109/TIT.2019.2915245MaRDI QIDQ5211373zbMATH OpenOpenAlexFDO

Authors Yuzo Maruyama, T. Matsuda, Toshio Ohnishi

Publication date 28 January 2020

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tit.2019.2915245

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Bayesian inference (62F15)

Cited in

(9)

• On discrete priors and sparse minimax optimal predictive densities
• On minimax optimality of sparse Bayes predictive density estimates
• On predictive density estimation under \(\alpha\)-divergence loss
• Hierarchical Bayes versus empirical Bayes density predictors under general divergence loss
• Bayesian predictive densities for linear regression models under α -divergence loss: Some results and open problems
• scientific article; zbMATH DE number 7750677 (Why is no real title available?)
• Optimal shrinkage estimation of predictive densities under \(\alpha\)-divergences
• Predictive density estimators with integrated \(L_1\) loss
• Reference priors via -divergence for a certain non-regular model in the presence of a nuisance parameter

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