Information Geometry of Generalized Bayesian Prediction Using \alpha -Divergences as Loss Functions

DOI10.1109/TIT.2017.2774820MaRDI QIDQ4566746zbMATH OpenOpenAlexFDO

Authors F. Zhang, Yimin Shi, Hon Keung Tony Ng, Ruibing Wang

Publication date 27 June 2018

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

Full work available at URL https://doi.org/10.1109/tit.2017.2774820

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Bayesian inference (62F15) Measures of information, entropy (94A17)

Cited in

(7)

• Minimax predictive density for sparse count data
• Information geometry on the curved \(q\)-exponential family with application to survival data analysis
• Geometry on degradation models and mis-specification analysis by using \(\alpha\)-divergence
• The geometric structure on a degradation model with application to optimal design under a cost constraint
• Geometry on the statistical manifold induced by the degradation model with soft failure data
• Convergence of estimative density: criterion for model complexity and sample size
• Optimal shrinkage estimation of predictive densities under \(\alpha\)-divergences

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