On Bayesian learning via loss functions

Journal of Statistical Planning and Inference

Volumn 142, Issue 12, 2012, Pages 3167-3173

  Bissiri, Pier Giovanni ^a   Walker, Stephen G ^b  

^a UNIVERSITY OF MILANO BICOCCA   (Italy)

^b UNIVERSITY OF KENT   (United Kingdom)

Author keywords

Bayesian inference; G Divergence; Kullback Leibler divergence; Loss function; Posterior distribution

Indexed keywords

EID: 84865543438     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2012.06.008     Document Type: Article

References (5)

1. Bernardo J., Smith A. Bayesian Theory 1994, Wiley, New York.
2. Bissiri P.G., Walker S.G. On Bayesian learning from Bernoulli observations. Journal of Statistical Planning and Inference 2010, 140(11):3520-3530.
3. Bissiri, P.G., Walker, S.G., 2012. Converting information into probability measures with the Kullback-Leibler divergence. Annals of the Institute of Statistical Mathematics, pp. 1-22, in press, published online. DOI:10.1007/s10463-012-0350-4. URL: http://dx.doi.org/10.1007/s10463-012-0350-4.
4. de Finetti B. La prévision: ses lois logiques, ses sources subjectives. Annales de lĺnstitut Henri Poincaré 1937, 7:1-68.
5. Ghosal S. The Dirichlet process, related priors and posterior asymptotics. Bayesian Nonparametrics 2010, 35-79. Cambridge University Press. N.L. Hjort, C. Holmes, P. Mueller, S.G. Walker (Eds.).