All Questions
Tagged with bayesian-probability it.information-theory
3
questions
2
votes
0
answers
60
views
Concentration of posterior probability around a tiny fraction of the prior volume
In the context of approximating the evidence $Z$ in a Bayesian inference setting
$$
Z = \int d\theta \mathcal L (\theta)\pi (\theta)
$$
with $\mathcal L$ the likelihood, $\pi$ the prior, John Skilling'...
0
votes
1
answer
162
views
Lower bound for reduced variance after conditioning
Let $X$ be a random variable with variance $\tau^2$ and $Y$ be another random variable such that $Y-X$ is independent of $X$ and has mean zero and variance $\sigma^2$. (One can think of $Y$ as a noisy ...
0
votes
1
answer
160
views
Shannon problem
Since a few days, I try in my research to model / formalize a source of Shannon a little weird, and I can't do it at all. First of all, I explain to you its operating principle and then I describe it ...