On a class of objective priors from scoring rules (with discussion)

DOI10.1214/19-BA1187zbMath1483.62005arXiv1706.00599OpenAlexW2989308447MaRDI QIDQ2057364

Cristiano Villa, Fabrizio Leisen, Stephen G. Walker

Publication date: 6 December 2021

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.00599

zbMATH Keywords

invarianceFisher informationEuler-Lagrange equationdifferential entropyobjective Bayesproper scoring rulescalculus of variation

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Statistical aspects of information-theoretic topics (62B10)

Related Items

Quantifying observed prior impact, On a prior based on the Wasserstein information matrix

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