MPI-I-2003-2-002
A representation theorem and applications to measure selection and noninformative priors
Jaeger, Manfred
April 2003, 35 pages.
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Status: available - back from printing
We introduce a set of transformations on the set of all probability
distributions over a finite state space, and show that these
transformations are the only ones that preserve certain
elementary probabilistic relationships. This result provides
a new perspective on a variety of probabilistic inference
problems in which invariance considerations play a role.
Two particular applications we consider in this paper
are the development of an equivariance-based approach to
the problem of measure selection, and a new justification for
Haldane's prior as the distribution that encodes prior
ignorance about the parameter of a multinomial distribution.
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- Attachement: MPI-I-2003-2-002.pdf (216 KBytes)
URL to this document: https://domino.mpi-inf.mpg.de/internet/reports.nsf/NumberView/2003-2-002
BibTeX
@TECHREPORT{Jaeger2003,
AUTHOR = {Jaeger, Manfred},
TITLE = {A representation theorem and applications to measure selection and noninformative priors},
TYPE = {Research Report},
INSTITUTION = {Max-Planck-Institut f{\"u}r Informatik},
ADDRESS = {Stuhlsatzenhausweg 85, 66123 Saarbr{\"u}cken, Germany},
NUMBER = {MPI-I-2003-2-002},
MONTH = {April},
YEAR = {2003},
ISSN = {0946-011X},
}