A minimally informative likelihood for decision analysis: Illustration and robustness

DOI10.2307/3316119zbMath1066.62511OpenAlexW2068632127MaRDI QIDQ4944652

Ao Yuan, Bertrand S. Clarke

Publication date: 1999

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3316119

zbMATH Keywords

Informationrobustnessrate distortion functionBlahut-Arimoto algorithm

Mathematics Subject Classification ID

Related Items (4)

Information optimality and Bayesian modelling ⋮ Bayesian restricted likelihood methods: conditioning on insufficient statistics in Bayesian regression (with discussion) ⋮ Premium Calculation for Fat-tailed Risk ⋮ Shannon entropy and Kullback–Leibler divergence in multivariate log fundamental skew‐normal and related distributions

Cites Work

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• Jeffreys' prior is asymptotically least favorable under entropy risk
• On the computation of rate-distortion functions (Corresp.)
• An information criterion for likelihood selection
• Information Distinguishability with Application to Analysis of Failure Data
• An algorithm for computing the capacity of arbitrary discrete memoryless channels
• Computation of channel capacity and rate-distortion functions

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