DocumentCode
2407751
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
fYear
2005
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Theory Workshop, 2005 IEEE
Print_ISBN
0-7803-9480-1
Type
conf
DOI
10.1109/ITW.2005.1531892
Filename
1531892
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