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Shiro Ikeda  (Institute of Statistical Mathematics, Japan)
Tuesday, August 03, 2010, room Hörsaal 1
Channel capacity problem and predictive distribution

The duality between the channel capacity problem and the min-max problem is well-known. In this presentation, we study a similar mini-max problem for prediction. We consider one parameter probability distribution, employ an Bayesian framework, and study the property of the optimal prior. A dual problem is derived naturally, and the optimal prior is proved to be a discrete distribution.