Entropy bounds on Bayesian learning

DOI10.1016/j.jmateco.2007.04.006zbMath1127.62004OpenAlexW2105062292MaRDI QIDQ2468506

Tristan Tomala, Olivier Gossner

Publication date: 24 January 2008

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2007.04.006

zbMATH Keywords

value of informationrepeated decision problem

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Rationality and learning in game theory (91A26) Statistical aspects of information-theoretic topics (62B10)

Related Items (3)

Robustness to Incorrect System Models in Stochastic Control ⋮ Impermanent types and permanent reputations ⋮ Robustness to Incorrect Priors in Partially Observed Stochastic Control

Cites Work

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• The speed of rational learning
• Weak and strong merging of opinions
• Relative entropy in sequential decision problems
• Calibrated forecasting and merging
• Merging, reputation, and repeated games with incomplete information
• Rational Learning Leads to Nash Equilibrium
• Information-theoretic asymptotics of Bayes methods
• Merging of Opinions with Increasing Information
• Compatible Measures and Merging

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