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.
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.