On Bayesian learning via loss functions

DOI10.1016/J.JSPI.2012.06.008zbMath1348.62016OpenAlexW2050795723MaRDI QIDQ451199

Stephen G. Walker, Pier Giovanni Bissiri

Publication date: 21 September 2012

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.2012.06.008

zbMATH Keywords

loss functionposterior distributionKullback-Leibler divergenceBayesian inference\(g\)-divergence

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Statistical aspects of information-theoretic topics (62B10)

Cites Work

• Unnamed Item
• On Bayesian learning from Bernoulli observations
• Converting information into probability measures with the Kullback-Leibler divergence

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