Partial information reference priors: Derivation and interpretations

DOI10.1016/S0378-3758(03)00157-5zbMath1053.62010OpenAlexW2121170665MaRDI QIDQ1877838

Yanyan Li

Publication date: 19 August 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(03)00157-5

zbMATH Keywords

Shannon informationSufficiencyData dependent priorsEntropy asymptoticsObjective priorsPosterior normality

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Statistical aspects of information-theoretic topics (62B10)

Related Items (13)

Bayesian inference using a noninformative prior for linear Gaussian random coefficient regression with inhomogeneous within-class variances ⋮ Overall objective priors ⋮ Information optimality and Bayesian modelling ⋮ Bayesian testing of a point null hypothesis based on the latent information prior ⋮ Analytical derivation of the reference prior by sequential maximization of Shannon's mutual information in the multi-group parameter case ⋮ On divergence measures leading to Jeffreys and other reference priors ⋮ Bayesian model selection: application to the adjustment of fundamental physical constants ⋮ Reference priors for exponential families with increasing dimension ⋮ Asymptotic normality of the posterior given a statistic ⋮ Nonsubjective priors via predictive relative entropy regret ⋮ Bayesian predictive densities based on latent information priors ⋮ Flexible covariance estimation in graphical Gaussian models ⋮ A Laplace method for under-determined Bayesian optimal experimental designs

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