Converting information into probability measures with the Kullback-Leibler divergence

Annals of the Institute of Statistical Mathematics

Volumn 64, Issue 6, 2012, Pages 1139-1160

  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

BAYESIAN INFERENCE; G-DIVERGENCE; KULLBACK LEIBLER DIVERGENCE; LOSS FUNCTIONS; POSTERIOR DISTRIBUTIONS;

BAYESIAN NETWORKS; INFERENCE ENGINES;

PROBABILITY;

EID: 84870253672     PISSN: 00203157     EISSN: 15729052     Source Type: Journal    
DOI: 10.1007/s10463-012-0350-4     Document Type: Article

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