Title :
Empirical Bayesian Learning
Author :
Cunningham, David R. ; Breipohl, Arthur M.
Author_Institution :
Department of Electrical Engineering, University of Missouri, Rolla, Mo. 65401.
Abstract :
It is shown that a certain weighted average of the prior distribution and the empirical distribution yields an estimate of the posterior distribution that is consistent with Bayes´ theorem. A comparison of this approach and conventional parametric Bayesian estimation is made for some specific cases.
Keywords :
Adaptive systems; Bayesian methods; Convergence; Decision theory; Density functional theory; Distribution functions; Probability distribution; Stochastic processes; Testing; Yield estimation;
Journal_Title :
Systems, Man and Cybernetics, IEEE Transactions on
DOI :
10.1109/TSMC.1971.5408600
