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

DOI10.1109/9.53528zbMATH Open0713.62030OpenAlexW2149064745MaRDI QIDQ3198703FDOQ3198703

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

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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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