On Divergence Measures Leading to Jeffreys and Other Reference Priors
On Divergence Measures Leading to Jeffreys and Other Reference Priors
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DOI：
10.1214/14-ba862
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发表时间：
2014-01-01
影响因子：
4.4
通讯作者：
Ghosh, Malay
中科院分区：
文献类型：
--
作者：
Liu, Ruitao;Chakrabarti, Arijit;Ghosh, Malay
本文提出了新的措施之间的分歧的先验和后验的Jeffreys先验最大化。我们提供了两种方法来证明这一点，其中之一提供了一个易于验证的充分条件。我们使用这样的分歧，以衡量信息的先验，并获得新的客观先验类以外的贝尔纳多的参考先验。
The paper presents new measures of divergence between prior and posterior which are maximized by the Jeffreys prior. We provide two methods for proving this, one of which provides an easy to verify sufficient condition. We use such divergences to measure information in a prior and also obtain new objective priors outside the class of Bernardo's reference priors.