On information processes in statistical experiments with distributed observations (Q1415869)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On information processes in statistical experiments with distributed observations |
scientific article |
Statements
On information processes in statistical experiments with distributed observations (English)
0 references
9 December 2003
0 references
For a filtered statistical experiment and a prior on the parameter space the arithmetic mean process (marginal density) and the geometric mean process being a generalization of the Hellinger transform are introduced. The geometric mean process is a positive supermartingale for which a multiplicative decomposition is given. The decreasing process appearing in this representation is called the Hellinger process for which a Feynman-Kac formula is obtained.
0 references
Hellinger processes
0 references
Hellinger integrals
0 references
Kullback-Leibler information
0 references
information from data
0 references
Shannon information
0 references
expected untility from data
0 references
