Generalized information criteria for Bayes decisions

Domingo Morales; Igor Vajda

Displaying similar documents to “Generalized information criteria for Bayes decisions”

$φ$ PHI-divergences, sufficiency, Bayes sufficiency, and deficiency

Friedrich Liese (2012)

Kybernetika

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The paper studies the relations between $φ$ -divergences and fundamental concepts of decision theory such as sufficiency, Bayes sufficiency, and LeCam’s deficiency. A new and considerably simplified approach is given to the spectral representation of $φ$ -divergences already established in Österreicher and Feldman [28] under restrictive conditions and in Liese and Vajda [22], [23] in the general form. The simplification is achieved by a new integral representation of convex functions in terms...

Convergence of lattice trees to super-Brownian motion above the critical dimension.

Holmes, Mark P. (2008)

Electronic Journal of Probability [electronic only]

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Chance constrained problems: penalty reformulation and performance of sample approximation technique

Martin Branda (2012)

Kybernetika

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We explore reformulation of nonlinear stochastic programs with several joint chance constraints by stochastic programs with suitably chosen penalty-type objectives. We show that the two problems are asymptotically equivalent. Simpler cases with one chance constraint and particular penalty functions were studied in [6,11]. The obtained problems with penalties and with a fixed set of feasible solutions are simpler to solve and analyze then the chance constrained programs. We discuss solving...