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Predictive relative entropy loss and prior specification

Sweeting, TJ; Datta, GS; Ghosh, M; (2004) Predictive relative entropy loss and prior specification. In: Proceedings of the American Statistical Association. (pp. 5012 - 5019). American Statistical Association: Alexandria, VA.

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Abstract

23 - 27 May 2004

Type:Proceedings paper
Title:Predictive relative entropy loss and prior specification
Event:International Society for Bayesian Analysis 2004 World Meeting
Dates:2004-05-23 - 2004-05-27
Keywords:Nonsubjective Bayesian inference, predictive inference, relative entropy loss
UCL classification:UCL > School of BEAMS > Faculty of Maths and Physical Sciences > Statistical Science

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