Principles of Bayesian inference using general divergence criteria
When it is acknowledged that all candidate parameterised statistical models are misspecified relative to the data generating process, the decision maker (DM) must currently concern themselves with inference for the parameter value minimising the Kullback-Leibler (KL)-divergence between the model and...
| Main Authors: | , , |
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| Format: | Journal article |
| Published: |
MDPI
2018
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