Information Geometry and its Applications III

Abstract Shiro Ikeda

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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.

Date and Location

August 02 - 06, 2010
University of Leipzig
Augustusplatz
04103 Leipzig
Germany

Scientific Organizers

Nihat Ay
Max Planck Institute for Mathematics in the Sciences
Information Theory of Cognitive Systems Group
Germany
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Paolo Gibilisco
Università degli Studi di Roma "Tor Vergata"
Facoltà di Economia
Italy
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František Matúš
Academy of Sciences of the Czech Republic
Institute of Information Theory and Automation
Czech Republic
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Scientific Committee

Shun-ichi Amari
RIKEN
Brain Science Institute, Mathematical Neuroscience Laboratory
Japan
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Imre Csiszár
Hungarian Academy of Sciences
Alfréd Rényi Institute of Mathematics
Hungary
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Dénes Petz
Budapest University of Technology and Economics
Department for Mathematical Analysis
Hungary
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Giovanni Pistone
Collegio Carlo Alberto, Moncalieri
Italy
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Administrative Contact

Antje Vandenberg
Max Planck Institute for Mathematics in the Sciences
Contact by Email
Phone: (++49)-(0)341-9959-552
Fax: (++49)-(0)341-9959-555

05.04.2017, 12:42