Analytical derivation of the reference prior by sequential maximization of Shannon's mutual information in the multi-group parameter case

DOI10.1016/J.JSPI.2013.11.003zbMath1432.62051OpenAlexW2002981958MaRDI QIDQ389302

Clemens Elster, Olha Bodnar

Publication date: 20 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2013.11.003

zbMATH Keywords

reference priorShannon's mutual information

Mathematics Subject Classification ID

Bayesian inference (62F15) Statistical aspects of information-theoretic topics (62B10)

Related Items (5)

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Cites Work

• The formal definition of reference priors
• Jeffreys' prior is asymptotically least favorable under entropy risk
• Partial information reference priors: Derivation and interpretations
• On the invariance of noninformative priors
• Reference priors with partial information
• Ordered group reference priors with application to the multinomial problem
• The Selection of Prior Distributions by Formal Rules
• Estimating a Product of Means: Bayesian Analysis with Reference Priors
• Unnamed Item

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