Information optimality and Bayesian modelling

DOI10.1016/J.JECONOM.2006.05.003zbMATH Open1418.62024OpenAlexW2036915454WikidataQ56157770 ScholiaQ56157770MaRDI QIDQ280206FDOQ280206

Bertrand S. Clarke

Publication date: 9 May 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.05.003

Recommendations

• scientific article; zbMATH DE number 1423122
• Information and complexity in statistical modeling.
• Bayesian model selection and model averaging
• Statistical information: a Bayesian perspective
• Present Position and Potential Developments: Some Personal Views: Bayesian Statistics

zbMATH Keywords

entropyBayesian method of momentsdata dependent priorsreference priorsstochastic complexity

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Bayesian inference (62F15) Information theory (general) (94A15) Source coding (94A29)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Estimating a Product of Means: Bayesian Analysis with Reference Priors
• Minimum complexity density estimation
• Model Selection and the Principle of Minimum Description Length
• Asymptotic Inference for Mixture Models by Using Data-Dependent Priors
• I-divergence geometry of probability distributions and minimization problems
• Title not available (Why is that?)
• Jeffreys' prior is asymptotically least favorable under entropy risk
• Partial information reference priors: Derivation and interpretations
• On a Measure of the Information Provided by an Experiment
• Information-theoretic asymptotics of Bayes methods
• Reference priors with partial information
• Title not available (Why is that?)
• Model Selection Using the Minimum Description Length Principle
• Universal coding, information, prediction, and estimation
• Title not available (Why is that?)
• Density estimation by stochastic complexity
• Capturing the Intangible Concept of Information
• Minimax redundancy for the class of memoryless sources
• Asymptotic minimax regret for data compression, gambling, and prediction
• The minimum description length principle in coding and modeling
• An information criterion for likelihood selection
• Information Distinguishability with Application to Analysis of Failure Data
• Fisher information and stochastic complexity
• Title not available (Why is that?)
• A minimally informative likelihood for decision analysis: Illustration and robustness
• Bayes' Method for Bookies
• An algorithm for computing the capacity of arbitrary discrete memoryless channels
• Computation of channel capacity and rate-distortion functions

Cited In (14)

• Generalized information criteria for Bayes decisions
• Statistical Problem Classes and Their Links to Information Theory
• A remark on the maximum entropy principle in uncertainty theory
• A further note on Bayesian information topologies
• Interpreting uninterpretable predictors: kernel methods, Shtarkov solutions, and random forests
• Role of information in classical and Bayesian modelling
• Eliciting vague but proper maximal entropy priors in Bayesian experiments
• A frequentist framework of inductive reasoning
• Asymptotically minimax Bayesian predictive densities for multinomial models
• Using the Bayesian Shtarkov solution for predictions
• Information and the dispersion of posterior expectations
• Bayesian or Laplacien inference, entropy and information theory and information geometry in data and signal processing
• Kullback-leibler information approach to the optimum measurement point for bayesian estimation
• Information-theoretic asymptotics of Bayes methods

This page was built for publication: Information optimality and Bayesian modelling

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q280206)