先验分布融合的KULLBACK信息方法

The Combination of Prior Distributions Based on Kullback Information

对基于Kullback信息的先验分布融合进行了讨论;采用Kullback信息作为分布之间距离的度量,使得各先验分布与推导出的融合分布的距离和达到最小,即墒的增量最小;对该方法进行了举例说明.

In this paper, we discussed the problem of combining prior distributions based on Kullback information. Using the Kullback information as the distance measure of distributions, the criterions minimized the sum of the distance between the prior distributions and the aggregated distribution. An example is given to illuminate this method.