Estimating Functions of Distributions Defined over Spaces of Unknown Size
We consider Bayesian estimation of information-theoretic quantities from data, using a Dirichlet prior. Acknowledging the uncertainty of the event space size m and the Dirichlet prior’s concentration parameter c, we treat both as random variables set by a hyperprior. We show that the associated hype...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2013-10-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | http://www.mdpi.com/1099-4300/15/11/4668 |