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In this paper we discuss consistency of the posterior distribution in cases where the Kullback-Leibler condition is not verified. This condition is stated as : for all $\epsilon 0$ the prior probability of sets in the form $\{f ; KL(f0 , f ) \leq \epsilon\}$ where KL(f0 , f ) denotes the...
Persistent link: https://www.econbiz.de/10010706650
entropy martingale measure. …
Persistent link: https://www.econbiz.de/10010708304
cross entropy approach, allows us to test spatial auto-correlation. The main result is that when there are local spillovers …
Persistent link: https://www.econbiz.de/10010708432
Le maxmin pour une certaine classe de jeux répétés à observation imparfaite est obtenu comme la solution d'un problème d'optimisation défini sur l'ensemble des distributions de probabilités sous contraintes d'entropie. Cette article offre une méthode pour résoudre un tel problème dans...
Persistent link: https://www.econbiz.de/10011072800
entropy between the marginals of P and Q on the n first realizations. We apply this bound to the cost of learning in …
Persistent link: https://www.econbiz.de/10011073630
Relying on conditional entropy and on the notion of information transfer, we investigate price relationships in the …
Persistent link: https://www.econbiz.de/10011096669