Some worst-case bounds for Bayesian estimators of discrete distributions.
Steffen SchoberPublished in: ISIT (2013)
Keyphrases
- worst case bounds
- gamma distributions
- efficient algorithms to compute
- worst case
- probability distribution
- posterior probability
- conjugate priors
- class conditional densities
- data driven
- discrete version
- discrete space
- bayesian estimation
- bayesian learning
- bayesian networks
- variance estimator
- von mises
- confidence intervals
- finite number
- random variables
- kullback leibler divergence
- power law
- normal distribution
- discrete geometry
- bayesian models
- continuous variables
- asymptotic properties
- analytical expressions
- bayesian inference
- maximum likelihood
- gaussian distribution
- em algorithm