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Las medidas de f*-divergencia en el diseno secuencial de experimentos en un contexto bayesiano

f *-divergence in the sequential design of experiments in a bayesian context

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Trabajos de Estadistica

Resumen

Se presenta un método de selección secuencial de un número fijo de experimentos a partir de las medidas def *-divergencia introducidas por Csiszar (1967). Este trabajo es similar al desarrollado por De Groot (1970) con funciones de incertidumbre; sin embargo, no sólo se considera el probeema de espacio paramétrico finito, sino que se estudia además elcaso de espacio paramétrico infinito.

Summary

On the basis of thef *-divergence measures (Csiszar, 1967), a sequential selection method of a fixed number of experiments is presented. This work is similar to that one developed by De Groot (1970) with uncertainty functions; however, not only the finite parameter space problem is considered, but the infinite parameter space case as well.

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Referencias

  • CSISZAR, I. (1967): «Information-type measures of difference of probability distributions and indirect observations»,Studia Scientarum Mathematicarum Hungarica 2, 299–318.

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Morales, D., Pardo, L. & Quesada, V. Las medidas de f*-divergencia en el diseno secuencial de experimentos en un contexto bayesiano. TDE 1, 95–109 (1986). https://doi.org/10.1007/BF02863558

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  • DOI: https://doi.org/10.1007/BF02863558

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Clasificación A.M.S.

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A.M.S. classification

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