On general Bayesian inference using loss functions

DOI10.1016/j.spl.2019.04.005zbMath1459.62033OpenAlexW2944618684WikidataQ127906067 ScholiaQ127906067MaRDI QIDQ2322651

Pier Giovanni Bissiri, Stephen G. Walker

Publication date: 5 September 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2019.04.005

zbMATH Keywords

decision theoryinformationconditional probability distributionself-information loss function

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12) Statistical aspects of information-theoretic topics (62B10)

Cites Work

• From \(\varepsilon\)-entropy to KL-entropy: analysis of minimum information complexity density estima\-tion
• Gibbs posterior for variable selection in high-dimensional classification and data mining
• On Bayesian learning from Bernoulli observations
• Converting information into probability measures with the Kullback-Leibler divergence
• Information-theoretic upper and lower bounds for statistical estimation
• What Are Conditional Probabilities Conditional Upon?
• Updating Subjective Probability
• A General Framework for Updating Belief Distributions
• Robust Statistics

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