Jeffreys先验得到渐近极大极小冗余

B. S. Clarke, A. Barron
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引用次数: 1

摘要

我们确定了在参数设置下通用数据压缩的渐近极大极小冗余,并证明了它对应于杰弗里斯先验的使用。从统计学上讲,这个编码问题的公式可以在先验选择上下文和估计上下文中解释。
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Jeffreys' prior yields the asymptotic minimax redundancy
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.
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