Update of prior probabilities by minimal divergence
Statistics Theory
2022-01-03 v2 Probability
Data Analysis, Statistics and Probability
Quantum Physics
Methodology
Statistics Theory
Abstract
The present paper investigates the update of an empirical probability distribution with the results of a new set of observations. The optimal update is obtained by minimizing either the Hellinger distance or the quadratic Bregman divergence. The results obtained by the two methods differ. Updates with information about conditional probabilities are considered as well.
Keywords
Cite
@article{arxiv.1911.00217,
title = {Update of prior probabilities by minimal divergence},
author = {Jan Naudts},
journal= {arXiv preprint arXiv:1911.00217},
year = {2022}
}
Comments
Small improvements