On divergence measures leading to Jeffreys and other reference priors

DOI10.1214/14-BA862zbMath1327.62153MaRDI QIDQ899027

Arijit Chakrabarti, Tapas Samanta, Ruitao Liu, Malay Ghosh, Jayanta K. Ghosh

Publication date: 21 December 2015

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1401148312

zbMATH Keywords

reference priorJeffreys prior\(\alpha\)-divergences

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items

Reference priors via \(\alpha \)-divergence for a certain non-regular model in the presence of a nuisance parameter, Objective Bayesian inference with proper scoring rules

Cites Work

• A Mathematical Theory of Communication
• Objective priors: an introduction for frequentists
• Families of alpha-, beta- and gamma-divergences: flexible and robust measures of similarities
• A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument
• A general divergence criterion for prior selection
• The formal definition of reference priors
• Maximum probability estimators and related topics
• Asymptotics of the expected posterior
• Jeffreys' prior is asymptotically least favorable under entropy risk
• Probability matching priors: Higher order asymptotics
• Differential geometry of curved exponential families. Curvatures and information loss
• Bayesian nonparametrics
• Partial information reference priors: Derivation and interpretations
• Reference priors for exponential families with increasing dimension
• Differential-geometrical methods in statistics
• Implications of Reference Priors for Prior Information and for Sample Size
• On a Measure of the Information Provided by an Experiment
• Information-theoretic asymptotics of Bayes methods
• Determining the Effective Sample Size of a Parametric Prior
• Information conversion, effective samples, and parameter size
• Multiple Integrals in the Calculus of Variations and Nonlinear Elliptic Systems. (AM-105)
• Ordered group reference priors with application to the multinomial problem
• Reference Priors When the Stopping Rule Depends on the Parameter of Interest
• Estimating a Product of Means: Bayesian Analysis with Reference Priors
• Markov Processes and the H-Theorem
• On Information and Sufficiency
• APPROXIMATE CONFIDENCE INTERVALS
• Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item