Weyl Prior and Bayesian Statistics
When using Bayesian inference, one needs to choose a prior distribution for parameters. The well-known Jeffreys prior is based on the Riemann metric tensor on a statistical manifold. Takeuchi and Amari defined the <inline-formula> <math display="inline"> <semantics> <m...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2020-04-01
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Series: | Entropy |
Subjects: | |
Online Access: | https://www.mdpi.com/1099-4300/22/4/467 |