Jeffreys' prior is asymptotically least favorable under entropy risk (Q1333128)
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scientific article; zbMATH DE number 638280
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jeffreys' prior is asymptotically least favorable under entropy risk |
scientific article; zbMATH DE number 638280 |
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Jeffreys' prior is asymptotically least favorable under entropy risk (English)
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14 September 1995
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Fisher information
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data compression
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least favorable priors
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source coding
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channel capacity
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Jeffreys' prior
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Shannon's mutual information
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large sample decision theoretic properties
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relative entropy
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Kullback- Leibler distance
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asymptotic expression
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minimax risk
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maximin risk
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continuous positive priors
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Bayes risk
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reference prior
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maximum entropy prior
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probabilistic coding
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