Geometric Shrinkage Priors for Kählerian Signal Filters

Geometric Shrinkage Priors for Kählerian Signal Filters

We construct geometric shrinkage priors for Kählerian signal filters. Based on the characteristics of Kähler manifolds, an efficient and robust algorithm for finding superharmonic priors which outperform the Jeffreys prior is introduced. Several ansätze for the Bayesian predictive priors are also su...

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Bibliographic Details
Main Authors: Jaehyung Choi, Andrew P. Mullhaupt
Format: Article
Language:English
Published: MDPI AG 2015-03-01
Series:Entropy
Subjects:
Kähler manifold
information geometry
Bayesian prediction
superharmonic prior
Online Access:http://www.mdpi.com/1099-4300/17/3/1347

Internet

http://www.mdpi.com/1099-4300/17/3/1347

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