Converting information into probability measures with the Kullback-Leibler divergence
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Publication:1925991
DOI10.1007/s10463-012-0350-4zbMath1253.62005OpenAlexW2065760629MaRDI QIDQ1925991
Pier Giovanni Bissiri, Stephen G. Walker
Publication date: 27 December 2012
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-012-0350-4
Bayesian problems; characterization of Bayes procedures (62C10) Statistical aspects of information-theoretic topics (62B10) General considerations in statistical decision theory (62C05)
Related Items (5)
Bayesian inference with misspecified models ⋮ On Bayesian learning via loss functions ⋮ On Bayesian learning from Bernoulli observations ⋮ Approximate models and robust decisions ⋮ On general Bayesian inference using loss functions
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