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Shifted Dirichlet D...
Shifted Dirichlet Distributions as Second-Order Probability Distributions that Factors into Marginals
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- Sundgren, David, 1967- (författare)
- Högskolan i Gävle,Ämnesavdelningen för matematik och statistik,Matematik
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- Danielson, Mats (författare)
- Stockholms universitet,Institutionen för data- och systemvetenskap,Univ Stockholm, S-10691 Stockholm, Sweden.
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- Ekenberg, Love (författare)
- KTH,Stockholms universitet,Institutionen för data- och systemvetenskap
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(creator_code:org_t)
- SIPTA, 2009
- 2009
- Engelska.
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Ingår i: Proceedings of the Sixth International Symposiumon Imprecise Probability. - : SIPTA. ; , s. 405-410, s. 405-+, s. 405-410
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Abstract
Ämnesord
Stäng
- In classic decision theory it is assumed that a decisionmaker can assign precise numerical values corresponding to the true value of each consequence, as well as precise numerical probabilities for their occurrences. In attempting to address real-life problems, where uncertainty in the input data prevails, some kind of representation of imprecise information is important. Second-order distributions, probability distributions over probabilities, is one way to achieve such a representation. However, it is hard to intuitively understand statements in a multi-dimensional space and user statements must be provided more locally. But the information-theoretic interplay between joint and marginal distributions may give rise to unwanted effects on the global level. We consider this problem in a setting of second-order probability distributions and find a family of distributions that normalised over the probability simplex equals its own product of marginals. For such distributions, there is no flow of information between the joint distributions and the marginal distributions other than the trivial fact that the variables belong to the probability simplex.
Ämnesord
- NATURVETENSKAP -- Data- och informationsvetenskap -- Systemvetenskap, informationssystem och informatik (hsv//swe)
- NATURAL SCIENCES -- Computer and Information Sciences -- Information Systems (hsv//eng)
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
- NATURVETENSKAP -- Matematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics (hsv//eng)
Nyckelord
- Second-order probability distribution
- Dirichlet distribution
- Beta distribution
- Kullback-Leibler divergence
- relative entropy
- product of marginal distributions
- Computer and systems science
- Data- och systemvetenskap
- data- och systemvetenskap
- Computer and Systems Sciences
Publikations- och innehållstyp
- ref (ämneskategori)
- kon (ämneskategori)