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Persistent link: https://www.econbiz.de/10005292322
Recent results in information theory, see Soofi (1996; 2001) for a review, include derivations of optimal information processing rules, including Bayes' theorem, for learning from data based on minimizing a criterion functional, namely output information minus input information as shown in Zellner...
Persistent link: https://www.econbiz.de/10009279859
In this article, we consider the problem of criterion choice in information recovery and inference in a large-deviations (LD) context. Kitamura and Stutzer recognize that the Maximum Entropy Empirical Likelihood estimator can be given a LD justification (Kitamura and Stutzer, 2002). We...
Persistent link: https://www.econbiz.de/10005511928