Approximating optimally discrete probability distribution with \(k\)th-order dependency for combining multiple decisions

DOI10.1016/S0020-0190(97)00039-2zbMath1337.62031MaRDI QIDQ287037

F. Blanchet-Sadri, M. Dambrine

Publication date: 26 May 2016

Published in: Information Processing Letters (Search for Journal in Brave)

zbMATH Keywords

optimal approximation; \(k\)th-order dependency; combining multiple decisions; dependencydirected approximation; high-order probability distribution; probabilistic combination

Mathematics Subject Classification ID

62C10: Bayesian problems; characterization of Bayes procedures

62E17: Approximations to statistical distributions (nonasymptotic)

62C25: Compound decision problems in statistical decision theory