Kullback-Leibler divergence to evaluate posterior sensitivity to different priors for autoregressive time series models (Q5085931)
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scientific article; zbMATH DE number 7551056
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
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30 June 2022
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distance of posteriors
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g-prior
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Jeffreys' prior
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Kullback-Leibler calibration
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Kullback-Leibler divergence
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multivariate t distribution
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natural conjugate prior
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