On Bayesian learning from Bernoulli observations

DOI10.1016/J.JSPI.2010.05.023zbMATH Open1205.62023arXiv0902.2544OpenAlexW2095488896MaRDI QIDQ989280FDOQ989280

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)

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.

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

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zbMATH Keywords

asymptoticsKullback-Leibler divergenceloss function

Mathematics Subject Classification ID

Bayesian inference (62F15)

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Cited In (7)

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• Bayesian Representation of Stochastic Processes under Learning: de Finetti Revisited
• On Bayesian learning via loss functions
• Converting information into probability measures with the Kullback-Leibler divergence
• On general Bayesian inference using loss functions
• Title not available (Why is that?)
• Bayesian learning for a class of priors with prescribed marginals

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