Characterizing variation of nonparametric random probability measures using the Kullback–Leibler divergence
This work characterizes the dispersion of some popular random probability measures, including the bootstrap, the Bayesian bootstrap, and the Pólya tree prior. This dispersion is measured in terms of the variation of the Kullback–Leibler divergence of a random draw from the process to that of its bas...
| Main Authors: | , , |
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| Format: | Journal article |
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Taylor and Francis
2016
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