On Bayesian estimation via divergences

DOI10.1016/J.CRMA.2014.06.013MaRDI QIDQ466196zbMATH OpenOpenAlexFDO

Authors Mohamed Cherfi

Publication date 24 October 2014

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1112.5854

zbMATH Keywords

Bayesian inference

Mathematics Subject Classification ID

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

Abstract: In this Note we introduce a new methodology for Bayesian inference through the use of $phi$-divergences and the duality technique. The asymptotic laws of the estimates are established.

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Cited in

(4)

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• \(\phi\)-divergences, sufficiency, Bayes sufficiency, and deficiency
• Bayes Risk Error is a Bregman Divergence

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