Update of prior probabilities by minimal divergence
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Publication:6328341
DOI10.3390/E23121668arXiv1911.00217MaRDI QIDQ6328341FDOQ6328341
Authors: Jan Naudts 
Publication date: 1 November 2019
Abstract: The present paper investigates the update of an empirical probability distribution with the results of a new set of observations. The optimal update is obtained by minimizing either the Hellinger distance or the quadratic Bregman divergence. The results obtained by the two methods differ. Updates with information about conditional probabilities are considered as well.
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