Paper Abstract and Keywords |
Presentation |
2011-07-22 13:50
Asymptotics of Bayesian prediction for misspecified models Nozomi Miya, Tota Suko, Goki Yasuda, Toshiyasu Matsushima (Waseda Univ.) IT2011-22 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
We consider the sequential prediction problem which is the prediction of the next symbol based on the sequential observation of source symbols. The log loss function in this problem is classified into two types, the instantaneous loss and the cumulative loss. The former is the loss function for the prediction of the only next one symbol. The latter is the sum of the instantaneous loss. We consider the Bayesian prediction for this problem. In Bayesian prediction, it is assumed that the true model lies within a parametrized family of distributions. However, it can be considered that it lies without a parametrized family practically(misspecified models), the true model being unknown. We analyze asymptotics of the cumulative loss for Bayesian prediction under this situation. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
sequential prediction / instantaneous loss / cumulative loss / parametrized family of distributions / Bayesian prediction / / / |
Reference Info. |
IEICE Tech. Rep., vol. 111, no. 142, IT2011-22, pp. 71-76, July 2011. |
Paper # |
IT2011-22 |
Date of Issue |
2011-07-14 (IT) |
ISSN |
Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 |
Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) |
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IT2011-22 |
Conference Information |
Committee |
IT |
Conference Date |
2011-07-21 - 2011-07-22 |
Place (in Japanese) |
(See Japanese page) |
Place (in English) |
Okayama University |
Topics (in Japanese) |
(See Japanese page) |
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Paper Information |
Registration To |
IT |
Conference Code |
2011-07-IT |
Language |
Japanese |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
Asymptotics of Bayesian prediction for misspecified models |
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sequential prediction |
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instantaneous loss |
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cumulative loss |
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parametrized family of distributions |
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Bayesian prediction |
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1st Author's Name |
Nozomi Miya |
1st Author's Affiliation |
Waseda University (Waseda Univ.) |
2nd Author's Name |
Tota Suko |
2nd Author's Affiliation |
Waseda University (Waseda Univ.) |
3rd Author's Name |
Goki Yasuda |
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Waseda University (Waseda Univ.) |
4th Author's Name |
Toshiyasu Matsushima |
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Waseda University (Waseda Univ.) |
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Speaker |
Author-1 |
Date Time |
2011-07-22 13:50:00 |
Presentation Time |
25 minutes |
Registration for |
IT |
Paper # |
IT2011-22 |
Volume (vol) |
vol.111 |
Number (no) |
no.142 |
Page |
pp.71-76 |
#Pages |
6 |
Date of Issue |
2011-07-14 (IT) |
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