Max-Planck-Institut für Informatik
max planck institut
mpii logo Minerva of the Max Planck Society


A representation theorem and applications to measure selection and noninformative priors

Jaeger, Manfred

MPI-I-2003-2-002. April 2003, 35 pages. | Status: available - back from printing | Next --> Entry | Previous <-- Entry

Abstract in LaTeX format:
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.
References to related material:

To download this research report, please select the type of document that fits best your needs.Attachement Size(s):
MPI-I-2003-2-002.pdf216 KBytes
Please note: If you don't have a viewer for PostScript on your platform, try to install GhostScript and GhostView
URL to this document:
Hide details for BibTeXBibTeX
  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},