Harmonic Bayesian Prediction Under $\alpha$ -Divergence

DOI10.1109/TIT.2019.2915245zbMath1432.62057OpenAlexW2963201108MaRDI QIDQ5211373

Takeru Matsuda, Yuzo Maruyama, Toshio Ohnishi

Publication date: 28 January 2020

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.2019.2915245

Mathematics Subject Classification ID

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

Related Items (7)

On minimax optimality of sparse Bayes predictive density estimates ⋮ Reference priors via \(\alpha \)-divergence for a certain non-regular model in the presence of a nuisance parameter ⋮ Optimal shrinkage estimation of predictive densities under \(\alpha\)-divergences ⋮ Predictive density estimators with integrated \(L_1\) loss ⋮ Unnamed Item ⋮ On discrete priors and sparse minimax optimal predictive densities ⋮ On predictive density estimation under \(\alpha\)-divergence loss

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