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Weyl Prior and Bayesian Statistics
When using Bayesian inference, one needs to choose a prior distribution for parameters. The well-known Jeffreys prior is based on the Riemann metric tensor on a statistical manifold. Takeuchi and Amari defined the [Formula: see text]-parallel prior, which generalized the Jeffreys prior by exploiting...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2020
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516948/ https://www.ncbi.nlm.nih.gov/pubmed/33286240 http://dx.doi.org/10.3390/e22040467 |