Converting information into probability measures with the Kullback-Leibler divergence
type: Item
instance of: scholarly article
title: Converting information into probability measures with the Kullback-Leibler divergence
zbMATH Open document ID: 1253.62005
author: Pier Giovanni Bissiri
author: Stephen G. Walker
published in: Annals of the Institute of Statistical Mathematics
publication date: 2012-12-27T00:00:00Z
Mathematics Subject Classification ID: 62C05
Mathematics Subject Classification ID: 62C10
Mathematics Subject Classification ID: 62B10
zbMATH DE Number: 6118507
zbMATH Keywords: Bayesian inference
zbMATH Keywords: posterior distribution
zbMATH Keywords: loss function
zbMATH Keywords: \(g\)-divergence
MaRDI profile type: Publication
full work available at URL: s10463-012-0350-4
OpenAlex ID: W2065760629
cites work: Remarks on the measurement of subjective probability and information
cites work: Q5601960
cites work: $\alpha$-Divergence Is Unique, Belonging to Both $f$-Divergence and Bregman Divergence Classes
cites work: Statistical decision theory. Foundations, concepts, and methods
cites work: Expected information as ecpected utility
cites work: On Bayesian learning from Bernoulli observations
cites work: Q3580929
cites work: Q3149262
DOI: 10.1007/S10463-012-0350-4
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description: scientific article; zbMATH DE number 6118507