Date of Award
1-1-2012
Language
English
Document Type
Dissertation
Degree Name
Doctor of Philosophy (PhD)
College/School/Department
Department of Mathematics and Statistics
Content Description
1 online resource (iv, 37 pages) : illustrations (some color)
Dissertation/Thesis Chair
Carlos C Rodríguez
Committee Members
Ariel Caticha, Kevin Knuth, Malcolm Sherman
Keywords
Antidata, Bayesian Inference, Entropic Prior, Bayesian statistical decision theory, Entropy, Mathematical statistics
Subject Categories
Statistics and Probability
Abstract
Carlos C. Rodríguez [6] [7] has published a family of priors, so named (by John Skilling [4]) the Entropic Priors, that decay as a function of Kullback-Leibler divergence in order to encode a blend of proximity near a prior estimate, with uniformity over the hypothesis space of probability distributions. The asymmetry of the KL divergence gives rise to a continuum of Entropic Priors. Here we examine only the extreme cases, the 0- and 1-entropic priors, the former coinciding with the standard and convenient conjugage priors, but the latter being the unique optimizer of a simple notion of ignorance. The original contributions of this paper are:
Recommended Citation
Kaufmann, Tai, "Entropic priors : corrections, new observations and applications" (2012). Legacy Theses & Dissertations (2009 - 2024). 658.
https://scholarsarchive.library.albany.edu/legacy-etd/658