Title :
Bayesian approach to a definition of random sequences and its applications to statistical inference
Author :
Takahashi, Hayato
Author_Institution :
Dept. of Math. & Comput. Sci., Tokyo Inst. of Technol.
Abstract :
We introduce a universal Bayes test, which is a Bayesian version of Martin-Lof test. Then we define random sequences with respect to parametric models based on our universal Bayes test. We state some theorems related to Bayesian statistical inference in terms of random sequence
Keywords :
inference mechanisms; random sequences; statistical testing; Bayesian approach; Martin-Lof test; random sequences; statistical inference; universal Bayes test; Bayesian methods; Distributed computing; Parameter estimation; Parametric statistics; Probability; Random sequences; Testing;
Conference_Titel :
Information Theory, 2006 IEEE International Symposium on
Conference_Location :
Seattle, WA
Print_ISBN :
1-4244-0505-X
Electronic_ISBN :
1-4244-0504-1
DOI :
10.1109/ISIT.2006.261937