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Generalized information criteria for Bayes decisions

Domingo Morales, Igor Vajda (2012)

Kybernetika

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 α = 1 . It is shown that the most accurate estimate is in this...

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