Least-informative Bayesian prior distributions for finite samples based on information theory

DOI10.1109/9.53528MaRDI QIDQ3198703zbMATH OpenOpenAlexFDO

Authors James C. Spall, Stacy D. Hill

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

zbMATH Keywords

identificationBayesian estimationmaximum entropyShannon information theoryleast-informative prior distributionsoptimal mixture distributionsmall- scale numerical study

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Point estimation (62F10) Bayesian inference (62F15)

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