On Bayesian learning via loss functions
From MaRDI portal
Publication:451199
DOI10.1016/j.jspi.2012.06.008zbMath1348.62016MaRDI QIDQ451199
Stephen G. Walker, Pier Giovanni Bissiri
Publication date: 21 September 2012
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2012.06.008
loss function; posterior distribution; Kullback-Leibler divergence; Bayesian inference; \(g\)-divergence
62C10: Bayesian problems; characterization of Bayes procedures
62B10: Statistical aspects of information-theoretic topics
Cites Work