Geometric properties of noninformative priors based on the chi-square divergence

Recently, a noninformative prior distribution that is different from the Jeffreys prior was derived as an extension of Bernardo's reference prior based on the chi-square divergence. We summarize this result in terms of information geometry and clarify some geometric properties. Specifically, we...

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Bibliographic Details
Main Author: Fuyuhiko Tanaka
Format: Article
Language:English
Published: Frontiers Media S.A. 2023-03-01
Series:Frontiers in Applied Mathematics and Statistics
Subjects:
Online Access:https://www.frontiersin.org/articles/10.3389/fams.2023.1141976/full