PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Regret and Jeffreys Integrals in Exp. Families
Peter Grünwald and Peter Harremoes
In: 30-th Symposium on Information Theory in the Benelux, 28-29/5 2009, Eindhoven, The Netherlands.

Abstract

We investigate wheter Shtarkov sums, redundancy and Jeffreys integrals are finite or infinite and give examples where some of these quantities are finie while others are infinite.

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EPrint Type:Conference or Workshop Item (Talk)
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Computational, Information-Theoretic Learning with Statistics
ID Code:5062
Deposited By:Peter Harremoes
Deposited On:24 March 2009