• DocumentCode
    3089143
  • Title

    Noninformative Bayesian priors for large samples based on Shannon information theory

  • Author

    Hill, S.D. ; Spall, J.C.

  • Author_Institution
    The Johns Hopkins University, Laurel, Maryland
  • Volume
    26
  • fYear
    1987
  • fDate
    9-11 Dec. 1987
  • Firstpage
    1690
  • Lastpage
    1693
  • Abstract
    We consider the problem of producing noninformative prior distributions for Bayesian analysis. The definition of "noninformative" adopted here is based on maximizing an intuitively appealing information measure derived from Shannon information theory. Based on large-sample (asymptotic) considerations, we show how the resulting generally intractable optimization problem can be significantly simplified. This differs from the authors\´ previous work on noninformative priors, which considered finite-samples and showed how a tractable suboptimal solution could be obtained.
  • Keywords
    Bayesian methods; Books; Density functional theory; Density measurement; Information analysis; Information theory; Laboratories; Physics;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1987. 26th IEEE Conference on
  • Conference_Location
    Los Angeles, California, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1987.272757
  • Filename
    4049586