Generalized information criteria for Bayes decisions
Kybernetika (2012)
- Volume: 48, Issue: 4, page 714-749
- ISSN: 0023-5954
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topMorales, Domingo, and Vajda, Igor. "Generalized information criteria for Bayes decisions." Kybernetika 48.4 (2012): 714-749. <http://eudml.org/doc/246365>.
@article{Morales2012,
abstract = {This paper deals with Bayesian models given by statistical experiments and standard loss functions. Bayes probability of error and Bayes risk are estimated by means of classical and generalized information criteria applicable to the experiment. The accuracy of the estimation is studied. Among the information criteria studied in the paper is the class of posterior power entropies which include the Shannon entropy as special case for the power $\alpha =1$. It is shown that the most accurate estimate is in this class achieved by the quadratic posterior entropy of the power $\alpha =2$. The paper introduces and studies also a new class of alternative power entropies which in general estimate the Bayes errors and risk more tightly than the classical power entropies. Concrete examples, tables and figures illustrate the obtained results.},
author = {Morales, Domingo, Vajda, Igor},
journal = {Kybernetika},
keywords = {Shannon entropy; alternative Shannon entropy; power entropies; alternative power entropies; Bayes error; Bayes risk; sub-Bayes risk; power entropies; Shannon entropy; Bayes error; Bayes risk; alternative Shannon entropy; alternative power entropies; sub-Bayes risk},
language = {eng},
number = {4},
pages = {714-749},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Generalized information criteria for Bayes decisions},
url = {http://eudml.org/doc/246365},
volume = {48},
year = {2012},
}
TY - JOUR
AU - Morales, Domingo
AU - Vajda, Igor
TI - Generalized information criteria for Bayes decisions
JO - Kybernetika
PY - 2012
PB - Institute of Information Theory and Automation AS CR
VL - 48
IS - 4
SP - 714
EP - 749
AB - This paper deals with Bayesian models given by statistical experiments and standard loss functions. Bayes probability of error and Bayes risk are estimated by means of classical and generalized information criteria applicable to the experiment. The accuracy of the estimation is studied. Among the information criteria studied in the paper is the class of posterior power entropies which include the Shannon entropy as special case for the power $\alpha =1$. It is shown that the most accurate estimate is in this class achieved by the quadratic posterior entropy of the power $\alpha =2$. The paper introduces and studies also a new class of alternative power entropies which in general estimate the Bayes errors and risk more tightly than the classical power entropies. Concrete examples, tables and figures illustrate the obtained results.
LA - eng
KW - Shannon entropy; alternative Shannon entropy; power entropies; alternative power entropies; Bayes error; Bayes risk; sub-Bayes risk; power entropies; Shannon entropy; Bayes error; Bayes risk; alternative Shannon entropy; alternative power entropies; sub-Bayes risk
UR - http://eudml.org/doc/246365
ER -
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