On information processes in statistical experiments with distributed observations (Q1415869)
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scientific article; zbMATH DE number 2015156
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On information processes in statistical experiments with distributed observations |
scientific article; zbMATH DE number 2015156 |
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On information processes in statistical experiments with distributed observations (English)
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9 December 2003
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For a filtered statistical experiment and a prior on the parameter space the arithmetic mean process (marginal density) and the geometric mean process being a generalization of the Hellinger transform are introduced. The geometric mean process is a positive supermartingale for which a multiplicative decomposition is given. The decreasing process appearing in this representation is called the Hellinger process for which a Feynman-Kac formula is obtained.
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Hellinger processes
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Hellinger integrals
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Kullback-Leibler information
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information from data
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Shannon information
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expected untility from data
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