On Bayesian learning from Bernoulli observations

DOI10.1016/J.JSPI.2010.05.023MaRDI QIDQ989280zbMATH OpenOpenAlexFDO

Authors Pier Giovanni Bissiri, Stephen G. Walker

Publication date 19 August 2010

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0902.2544

zbMATH Keywords

asymptoticsKullback-Leibler divergenceloss function

Mathematics Subject Classification ID

Bayesian inference (62F15)

Abstract: We provide a reason for Bayesian updating, in the Bernoulli case, even when it is assumed that observations are independent and identically distributed with a fixed but unknown parameter $het{a}_0$. The motivation relies on the use of loss functions and asymptotics. Such a justification is important due to the recent interest and focus on Bayesian consistency which indeed assumes that the observations are independent and identically distributed rather than being conditionally independent with joint distribution depending on the choice of prior.

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Cites work

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Cited in

(7)

• scientific article; zbMATH DE number 1058071 (Why is no real title available?)
• Converting information into probability measures with the Kullback-Leibler divergence
• On Bayesian learning via loss functions
• Bayesian learning for a class of priors with prescribed marginals
• On general Bayesian inference using loss functions
• scientific article; zbMATH DE number 5530066 (Why is no real title available?)
• Bayesian Representation of Stochastic Processes under Learning: de Finetti Revisited

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