Asymptotic properties of Bayesian predictive densities when the distributions of data and target variables are different

DOI10.1214/14-BA886zbMath1335.62053arXiv1503.07643MaRDI QIDQ273569

Fumiyasu Komaki

Publication date: 22 April 2016

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

Full work available at URL: https://arxiv.org/abs/1503.07643

zbMATH Keywords

differential geometryKullback-Leibler divergenceJeffreys priorFisher-Rao metricpredictive metric

Mathematics Subject Classification ID

Bayesian inference (62F15) General geometric structures on manifolds (almost complex, almost product structures, etc.) (53C15) Measures of information, entropy (94A17)

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