{"title":"Jeffreys' prior yields the asymptotic minimax redundancy","authors":"B. S. Clarke, A. Barron","doi":"10.1109/WITS.1994.513856","DOIUrl":null,"url":null,"abstract":"We determine the asymptotic minimax redundancy of universal data compression in a parametric setting and show that it corresponds to the use of Jeffreys prior. Statistically, this formulation of the coding problem can be interpreted in a prior selection context and in an estimation context.","PeriodicalId":423518,"journal":{"name":"Proceedings of 1994 Workshop on Information Theory and Statistics","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1994-10-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of 1994 Workshop on Information Theory and Statistics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/WITS.1994.513856","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1
Abstract
We determine the asymptotic minimax redundancy of universal data compression in a parametric setting and show that it corresponds to the use of Jeffreys prior. Statistically, this formulation of the coding problem can be interpreted in a prior selection context and in an estimation context.