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
Link To Document