Channel capacity problem and predictive distribution

  • Shiro Ikeda (Institute of Statistical Mathematics, Japan)
University n.n. Universität Leipzig (Leipzig)


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.

02.08.10 06.08.10

Information Geometry and its Applications III

Universität Leipzig (Leipzig) University n.n. University n.n.

Antje Vandenberg

Max-Planck-Institut für Mathematik in den Naturwissenschaften Contact via Mail

Nihat Ay

Max Planck Institute for Mathematics in the Sciences, Germany

Paolo Gibilisco

Università degli Studi di Roma "Tor Vergata", Italy

František Matúš

Academy of Sciences of the Czech Republic, Czech Republic