A general divergence criterion for prior selection

DOI10.1007/s10463-009-0226-4zbMath1432.62054OpenAlexW2048523641MaRDI QIDQ907083

Ruitao Liu, Victor Mergel, Malay Ghosh

Publication date: 1 February 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-009-0226-4

zbMATH Keywords

Jeffreys' priorchi-square distanceFisher information number

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items (9)

Overall objective priors ⋮ Reference priors via \(\alpha \)-divergence for a certain non-regular model in the presence of a nuisance parameter ⋮ Optimal shrinkage estimation of predictive densities under \(\alpha\)-divergences ⋮ Quantifying observed prior impact ⋮ On divergence measures leading to Jeffreys and other reference priors ⋮ Reference priors for exponential families with increasing dimension ⋮ Objective priors: an introduction for frequentists ⋮ Discussion on ``Objective priors: an introduction for frequentists by M. Ghosh ⋮ Objective Bayesian inference with proper scoring rules

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• On a Measure of the Information Provided by an Experiment
• Information-theoretic asymptotics of Bayes methods
• The Selection of Prior Distributions by Formal Rules

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