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Information Conversion, Effective Samples, and Parameter Size

Consider the relative entropy between a posterior density for a parameter given a sample and a second posterior density for the same parameter, based on a different model and a different data set. Then the relative entropy can be minimized over the second sample to get a virtual sample that would ma...

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Detalles Bibliográficos
Main Authors: Lin, Xiaodong, Pittman, Jennifer, Clarke, Bertrand
Formato: Artigo
Idioma:Inglês
Publicado: 2007
Assuntos:
Acceso en liña:https://ncbi.nlm.nih.gov/pmc/articles/PMC2600563/
https://ncbi.nlm.nih.gov/pubmed/19079764
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1109/TIT.2007.909168
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