Conjugate Priors Represent Strong Pre-Experimental Assumptions

DOI10.1111/j.1467-9469.2004.02-019.xzbMath1065.62036OpenAlexW2140368409MaRDI QIDQ4677092

Pietro Mulierre, Eduardo Gutiérrez-Peña

Publication date: 20 May 2005

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2004.02-019.x

zbMATH Keywords

relative entropyexponential familyposterior distributionmaximally informative prior

Mathematics Subject Classification ID

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

Related Items (1)

Shannon entropy and Kullback–Leibler divergence in multivariate log fundamental skew‐normal and related distributions

Cites Work

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• Jeffreys' prior is asymptotically least favorable under entropy risk
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• On the computation of rate-distortion functions (Corresp.)
• An information criterion for likelihood selection
• An algorithm for computing the capacity of arbitrary discrete memoryless channels
• Computation of channel capacity and rate-distortion functions

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