Practical robust estimators for the imprecise Dirichlet model

• Autores: Marcus Hutter
• Localización: International journal of approximate reasoning, ISSN 0888-613X, Vol. 50, Nº 2, 2009, págs. 231-242
• Idioma: inglés
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• Resumen

  • Walley�s imprecise Dirichlet model (IDM) for categorical i.i.d. data extends the classical Dirichlet model to a set of priors. It overcomes several fundamental problems which other approaches to uncertainty suffer from. Yet, to be useful in practice, one needs efficient ways for computing the imprecise = robust sets or intervals. The main objective of this work is to derive exact, conservative, and approximate, robust and credible interval estimates under the IDM for a large class of statistical estimators, including the entropy and mutual information.