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MPI-I-2003-2-002

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.
Acknowledgement:
References to related material:

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Hide details for BibTeXBibTeX
@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},
}