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An Objective Prior from a Scoring Rule

In this paper, we introduce a novel objective prior distribution levering on the connections between information, divergence and scoring rules. In particular, we do so from the starting point of convex functions representing information in density functions. This provides a natural route to proper l...

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Detalles Bibliográficos
Autores principales: Walker, Stephen G., Villa, Cristiano
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8308018/
https://www.ncbi.nlm.nih.gov/pubmed/34210047
http://dx.doi.org/10.3390/e23070833