Information-theoretic asymptotics of Bayes methods
From MaRDI portal
Publication:3492635
DOI10.1109/18.54897zbMath0709.62008OpenAlexW2160570986MaRDI QIDQ3492635
Andrew R. Barron, Bertrand S. Clarke
Publication date: 1990
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/52af2a10ae1eb70222cd5d0a58d02594eaf9e311
approximationFisher information matrixdensity estimationBayesian distributionsprior densitycomposite hypotheses testinguniversal data compressionrelative entropy distancestock-market portfolio selection
Related Items
Discussion of ‘Prior-based Bayesian Information Criterion (PBIC)’, Optimal Short-Term Population Coding: When Fisher Information Fails, The adaptive normal-hypergeometric-inverted-beta priors for sparse signals, A Note on the Minimax Solution for the Two-Stage Group Testing Problem, Partial information reference priors: Derivation and interpretations, Jeffreys' prior is asymptotically least favorable under entropy risk, Information optimality and Bayesian modelling, Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory, Counting probability distributions: Differential geometry and model selection, On universal prediction and Bayesian confirmation, Universal coding for classical-quantum channel, Information tradeoff, Metabolic cost of neuronal information in an empirical stimulus-response model, Moment matching priors, On-line maximum likelihood prediction with respect to general loss functions, Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem, Statistical Problem Classes and Their Links to Information Theory, Schwarz, Wallace, and Rissanen: Intertwining Themes in Theories of Model Selection, Competitive On-line Statistics, Accuracy of latent-variable estimation in Bayesian semi-supervised learning, Asymptotic accuracy of Bayesian estimation for a single latent variable, Mutual information, metric entropy and cumulative relative entropy risk, A philosophical treatise of universal induction, Coincidences and estimation of entropies of random variables with large cardinalities, A Bayesian approach to (online) transfer learning: theory and algorithms, Applications of Laplace’s method in Bayesian analysis and related topics, Reference optimality criterion for planning accelerated life testing, Reproducible model selection using bagged posteriors, On divergence measures leading to Jeffreys and other reference priors, Locally adaptive Bayesian isotonic regression using half shrinkage priors, A general divergence criterion for prior selection, A Bernstein-von Mises theorem for discrete probability distributions, Reference priors for exponential families with increasing dimension, When does ambiguity fade away?, Objective priors: an introduction for frequentists, Discussion on ``Objective priors: an introduction for frequentists by M. Ghosh, Ensuring privacy with constrained additive noise by minimizing Fisher information, Mutual Information, Fisher Information, and Efficient Coding, Shannon optimal priors on independent identically distributed statistical experiments converge weakly to Jeffrey's prior, A note on the confidence properties of reference priors for the calibration model, Comparative noninformativities of quantum priors based on monotone metrics, Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors, Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma, Fluctuation-Dissipation Theorem and Models of Learning, Difficulty of Singularity in Population Coding, Stochastic complexity for mixture of exponential families in generalized variational Bayes, Asymptotic property of universal lossless coding for independent piecewise identically distributed sources, Asymptotical improvement of maximum likelihood estimators on Kullback-Leibler loss, Entropy bounds on Bayesian learning, Consistency of discrete Bayesian learning, Information-Theoretic Bounds and Approximations in Neural Population Coding, Unnamed Item, Decision theoretic generalizations of the PAC model for neural net and other learning applications, Quantifying Neurotransmission Reliability Through Metrics-Based Information Analysis, Asymptotic Theory of Information-Theoretic Experimental Design, Jeffreys versus Shtarkov distributions associated with some natural exponential families, Discrepancy risk model selection test theory for comparing possibly misspecified or nonnested models, Nonsubjective priors via predictive relative entropy regret, Universal approximation of multi-copy states and universal quantum lossless data compression, Predictability, Complexity, and Learning, An empirical study of minimum description length model selection with infinite parametric complexity, Flexible covariance estimation in graphical Gaussian models, Bayesian analysis of static and dynamic factor models: an ex-post approach towards the rotation problem, Model-Based Decoding, Information Estimation, and Change-Point Detection Techniques for Multineuron Spike Trains, Minimum message length inference of the Poisson and geometric models using heavy-tailed prior distributions, Effects of additional data on Bayesian clustering, The Newsvendor under Demand Ambiguity: Combining Data with Moment and Tail Information, Limit Theorems for φ-Divergences Based onk-Spacings, A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification, Special feature: Information theory and statistics, Price probabilities: a class of Bayesian and non-Bayesian prediction rules, Market selection in large economies: A matter of luck, Unnamed Item, Information-theoretic determination of minimax rates of convergence, Combining different procedures for adaptive regression, Reference priors for prediction, Statistical Inference, Occam's Razor, and Statistical Mechanics on the Space of Probability Distributions, Mixing strategies for density estimation., Quantum and Fisher information from the Husimi and related distributions, Unnamed Item
