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Showing 2014 · math.STShow all
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math.ST2014
Relations Between the Conditional Normalized Maximum Likelihood Distributions and the Latent Information Priors
Mutsuki Kojima, Fumiyasu Komaki
We reveal the relations between the conditional normalized maximum likelihood (CNML) distributions and Bayesian predictive densities based on the latent information priors (LIPs).…
math.ST2014★ 19 cited
Simultaneous prediction for independent Poisson processes with different durations
Fumiyasu Komaki
Simultaneous predictive densities for independent Poisson observables are investigated. The observed data and the target variables to be predicted are independently distributed acc…