Least-informative Bayesian prior distributions for finite samples based on information theory
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Publication:3198703
DOI10.1109/9.53528zbMath0713.62030OpenAlexW2149064745MaRDI QIDQ3198703
Publication date: 1990
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.53528
identificationmaximum entropyBayesian estimationShannon information theoryleast-informative prior distributionsoptimal mixture distributionsmall- scale numerical study
Point estimation (62F10) Bayesian inference (62F15) Statistical aspects of information-theoretic topics (62B10)
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