Bayesian Posteriors Without Bayes' Theorem
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Publication:6231367
arXiv1203.0251MaRDI QIDQ6231367FDOQ6231367
Authors: Theodore P. Hill, Marco Dall'Aglio 
Publication date: 1 March 2012
Abstract: The classical Bayesian posterior arises naturally as the unique solution of several different optimization problems, without the necessity of interpreting data as conditional probabilities and then using Bayes' Theorem. For example, the classical Bayesian posterior is the unique posterior that minimizes the loss of Shannon information in combining the prior and the likelihood distributions. These results, direct corollaries of recent results about conflations of probability distributions, reinforce the use of Bayesian posteriors, and may help partially reconcile some of the differences between classical and Bayesian statistics.
Statistical aspects of information-theoretic topics (62B10) Bayesian inference (62F15) Measures of information, entropy (94A17) Axioms; other general questions in probability (60A05)
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