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 :
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