Twofold Structure of Duality in Bayesian Model Averaging

DOI10.14490/JJSS.43.29zbMath1285.62008OpenAlexW2145619319MaRDI QIDQ5413543

Takemi Yanagimoto, Toshio Ohnishi

Publication date: 30 April 2014

Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14490/jjss.43.29

zbMATH Keywords

dualityconvex functionsinformation theoryKullback-Leibler divergencethermodynamic principlesShannon entropyBayesian predictiondeviance information criterionLegendre transformations

Mathematics Subject Classification ID

Bayesian inference (62F15) Special integral transforms (Legendre, Hilbert, etc.) (44A15) Statistical aspects of information-theoretic topics (62B10)

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