Inversion of Bayes formula and measures of Bayesian information gain and pairwise dependence

Autor:	Kai Wang Ng, Howell Tong
Rok vydání:	2011
Předmět:	Statistics and Probability Applied Mathematics Computation Bayesian probability Inversion (meteorology) Probability density function Bayes' theorem symbols.namesake Statistics symbols Applied mathematics Pairwise comparison Information gain Fisher information Mathematics
Zdroj:	Statistics and Its Interface. 4:95-103
ISSN:	1938-7997 1938-7989
DOI:	10.4310/sii.2011.v4.n1.a10
Popis:	By inverting the Bayes formula in a point-wise manner, we develop measures quantifying the information gained by the Bayesian process, in reference to the Fisher information. Simple examples are used for focused illustrations of the ideas. Numerical computation for the measures is discussed with formulae. By extending the information gain concept to the broader context of distribution theory, we arrive at a pairwise dependence measure, which can handle the case of functional dependence and becomes Pearson's phi(2) when the joint probability density function is defined.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::40a461cd6958247351f3c203c100ba00 https://doi.org/10.4310/sii.2011.v4.n1.a10 Zobrazit plný text záznamu