An admissibility proof using an adaptive sequence of smoother proper priors approaching the target improper prior.
Yuzo MaruyamaPublished in: J. Multivar. Anal. (2009)
Keyphrases
- prior knowledge
- prior information
- prior probabilities
- maximum a posteriori
- prior model
- markov random field
- adaptive learning
- smoothness prior
- prior models
- sequence analysis
- prior distribution
- theorem proving
- information systems
- target tracking
- bayesian model
- real time
- theorem prover
- model selection
- expectation maximization
- sufficiently small