In Bayesian analysis, the maximum entropy prior is commonly used. But in some cases, the maximum entropy prior does not exist or has unpleasant jumps, In this paper, Fisher-information is used to measure the divergenc...In Bayesian analysis, the maximum entropy prior is commonly used. But in some cases, the maximum entropy prior does not exist or has unpleasant jumps, In this paper, Fisher-information is used to measure the divergence and to derive the unknown prior. To a certain degree, this measure overcomes the shortcomings of the maximum entropy. The Fisher prior aways exists and it is continuous under the general requirements.展开更多
文摘In Bayesian analysis, the maximum entropy prior is commonly used. But in some cases, the maximum entropy prior does not exist or has unpleasant jumps, In this paper, Fisher-information is used to measure the divergence and to derive the unknown prior. To a certain degree, this measure overcomes the shortcomings of the maximum entropy. The Fisher prior aways exists and it is continuous under the general requirements.
