کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10524551 957568 2005 18 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Extensions of the conjugate prior through the Kullback-Leibler separators
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Extensions of the conjugate prior through the Kullback-Leibler separators
چکیده انگلیسی
The conjugate prior for the exponential family, referred to also as the natural conjugate prior, is represented in terms of the Kullback-Leibler separator. This representation permits us to extend the conjugate prior to that for a general family of sampling distributions. Further, by replacing the Kullback-Leibler separator with its dual form, we define another form of a prior, which will be called the mean conjugate prior. Various results on duality between the two conjugate priors are shown. Implications of this approach include richer families of prior distributions induced by a sampling distribution and the empirical Bayes estimation of a high-dimensional mean parameter.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 92, Issue 1, January 2005, Pages 116-133
نویسندگان
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