• DocumentCode
    2725313
  • Title

    Characterization of the Bayes estimator and the MDL estimator for exponential families

  • Author

    Takeuchi, Jun-ichi

  • Author_Institution
    NEC Corp., Japan
  • fYear
    1995
  • fDate
    17-22 Sep 1995
  • Firstpage
    228
  • Abstract
    We analyze the relationship between the MDL (minimum description length) estimator (posterior mode) and the PBE (projected Bayes estimator) for exponential families, where the PBE is obtained by projecting the BE (Bayes estimator, i.e. posterior mixture) onto the original exponential family and is equal to the BE under a certain condition
  • Keywords
    Bayes methods; estimation theory; parameter estimation; Bayes estimator; MDL estimator; exponential families; minimum description length; parameter estimation; posterior mixture; posterior mode; projected Bayes estimator; Information geometry; Laboratories; Maximum likelihood estimation; Minimax techniques; National electric code; Random variables;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Theory, 1995. Proceedings., 1995 IEEE International Symposium on
  • Conference_Location
    Whistler, BC
  • Print_ISBN
    0-7803-2453-6
  • Type

    conf

  • DOI
    10.1109/ISIT.1995.535743
  • Filename
    535743
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2725313