Kullback-Leibler divergence to evaluate posterior sensitivity to different priors for autoregressive time series models (Q5085931)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7551056
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Kullback-Leibler divergence to evaluate posterior sensitivity to different priors for autoregressive time series models |
scientific article; zbMATH DE number 7551056 |
Statements
Kullback-Leibler divergence to evaluate posterior sensitivity to different priors for autoregressive time series models (English)
0 references
30 June 2022
0 references
distance of posteriors
0 references
g-prior
0 references
Jeffreys' prior
0 references
Kullback-Leibler calibration
0 references
Kullback-Leibler divergence
0 references
multivariate t distribution
0 references
natural conjugate prior
0 references
0 references
0 references
