| Presentation | 2023-08-03 Bayesian Predictive Distribution for Poisson Observables Under a Class of Prior Distribution and $alpha$-Divergence Shota Saito, |
|---|---|
| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | We investigate a Bayesian predictive distribution for independent Poisson observables. The alpha-divergence is adopted as a loss function. As in the previous study by Komaki [F. Komaki, Simultaneous prediction of independent Poisson observables, The Annals of Statistics, pp.1744--1769, 2004], we consider a class of prior distributions for Poisson means and show the Bayesian predictive distribution for this prior. As special cases of our result, the Bayesian predictive distributions for the Jeffreys prior and a shrinkage prior are obtained. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | $alpha$-divergence / admissible / Bayesian predictive distribution / Jeffreys prior / shrinkage prior |
| Paper # | IT2023-19 |
| Date of Issue | 2023-07-27 (IT) |
| Conference Information | |
| Committee | IT |
|---|---|
| Conference Date | 2023/8/3(2days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Shonan Institute of Technology |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | Freshman session, General |
| Chair | Tetsuya Kojima(Tokyo Kosen) |
| Vice Chair | Yasuyuki Nogami(Okayama Univ.) |
| Secretary | Yasuyuki Nogami(Waseda Univ.) |
| Assistant | Tetsunao Matsuta(Saitamai Univ.) |
| Paper Information | |
| Registration To | Technical Committee on Information Theory |
|---|---|
| Language | ENG-JTITLE |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Bayesian Predictive Distribution for Poisson Observables Under a Class of Prior Distribution and $alpha$-Divergence |
| Sub Title (in English) | |
| Keyword(1) | $alpha$-divergence |
| Keyword(2) | admissible |
| Keyword(3) | Bayesian predictive distribution |
| Keyword(4) | Jeffreys prior |
| Keyword(5) | shrinkage prior |
| 1st Author's Name | Shota Saito |
| 1st Author's Affiliation | Gunma University(Gunma Univ.) |
| Date | 2023-08-03 |
| Paper # | IT2023-19 |
| Volume (vol) | vol.123 |
| Number (no) | IT-149 |
| Page | pp.pp.29-32(IT), |
| #Pages | 4 |
| Date of Issue | 2023-07-27 (IT) |