Back to Search
Start Over
Update of Prior Probabilities by Minimal Divergence.
- Source :
- Entropy; Dec2021, Vol. 23 Issue 12, p1668-1668, 1p
- Publication Year :
- 2021
-
Abstract
- The present paper investigates the update of an empirical probability distribution with the results of a new set of observations. The update reproduces the new observations and interpolates using prior information. The optimal update is obtained by minimizing either the Hellinger distance or the quadratic Bregman divergence. The results obtained by the two methods differ. Updates with information about conditional probabilities are considered as well. [ABSTRACT FROM AUTHOR]
- Subjects :
- DISTRIBUTION (Probability theory)
CONDITIONAL probability
PROBABILITY theory
Subjects
Details
- Language :
- English
- ISSN :
- 10994300
- Volume :
- 23
- Issue :
- 12
- Database :
- Complementary Index
- Journal :
- Entropy
- Publication Type :
- Academic Journal
- Accession number :
- 154371563
- Full Text :
- https://doi.org/10.3390/e23121668