Title :
Bayesian approach to a definition of random sequences with respect to parametric models
Author :
Takahashi, Hayato
Author_Institution :
Dept. of Math. & Comput. Sci., Tokyo Inst. of Technol., Japan
fDate :
29 Aug.-1 Sept. 2005
Abstract :
We introduce a universal Bayes test, which is a Bayesian version of Martin-Lof test. Then we define random sequences with respect to parametric models based on our universal Bayes test. We study relations between random samples and random parameters, and apply our results to a parameter estimation problem.
Keywords :
Bayes methods; parameter estimation; random processes; random sequences; statistical distributions; Bayesian approach; Martin-Lof test; parameter estimation; parametric models; random parameters; random samples; random sequences; universal Bayes test; Artificial intelligence; Bayesian methods; Binary sequences; Distributed computing; Parameter estimation; Parametric statistics; Probability distribution; Random sequences; Statistical distributions; Testing;
Conference_Titel :
Information Theory Workshop, 2005 IEEE
Print_ISBN :
0-7803-9480-1
DOI :
10.1109/ITW.2005.1531892
