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| Title | Asymptotics of Bayesian Inference for a Class of Probabilistic Models under Misspecification (in Japanese) |
|---|---|
| Authors | Nozomi MIYA 、Tota SUKO 、Goki YASUDA 、Toshiyasu MATSUSHIMA |
| Released Year | 2014 |
| Format | Journal |
| Category | Source coding |
| Jounal Name | IEICE Trans. Fundamentals |
| Jounal Page | vol.E97-A, no.12, pp.2352–2360 |
| Published Year | 2014 |
| Published Month | 12 |
| Abstract （English） |
In this paper, sequential prediction is studied. The typical assumptions about the probabilistic model in sequential prediction are following two cases. One is the case that a certain probabilistic model is given and the parameters are unknown. The other is the case that not a certain probabilistic model but a class of probabilistic models is given and the parameters are unknown. If there exist some parameters and some models such that the distributions that are identified by them equal the source distribution, an assumed model or a class of models can represent the source distribution. This case is called that specifiable condition is satisfied. In this study, the decision based on the Bayesian principle is made for a class of probabilistic models (not for a certain probabilistic model). The case that specifiable condition is not satisfied is studied. Then, the asymptotic behaviors of the cumulative logarithmic loss for individual sequence in the sense of almost sure convergence and the expected loss, i.e. redundancy are analyzed and the constant terms of the asymptotic equations are identified. |
| Note （English） |
3 |
| Manuscript | |
| Presentation |
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- Almost Sure and Mean Convergence of Extended Stochastic Complexity
- A Source Model with Probability Distribution over Word Set and Recurrence Time Theorem
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- An Analysis of Slepian-Wolf Coding Problem Based on the Asymptotic Normality
- On the Overflow Probability of Fixed - to - Variable Length Codes with Side Information
- A Study on the Degrees of Freedom in an Experimental Design Model Based on an Orthonormal System
- A Note on Relation between the Fourier Coefficients and the Effects in the Experimental Design
- Asymptotic property of universal lossless coding for independent piecewise identically distributed sources
- A Note on the Linear Programming Decoding of Binary Linear Codes for Multiple-Access Channel
- A Note on Automatic Construction Algorithms for Orthogonal Designs of Experiments Using Error-correcting Codes
- A Note on the Branch-and-Cut Approach to Decoding Linear Block Codes
- Estimation of the Effects in the Experimental Design using Fourier Transforms
- A Note on a Sampling Theorem for Functions over $GF(q)^n$ Domain
- On Precise Achievable Conditions in Resolvability Problem Based on the Asymptotic Normality
