16 citations · 18 across the 3 of their papers we have counts for
4 papers
Entropy Concentration and the Empirical Coding Game
Peter Grunwald
We give a characterization of Maximum Entropy/Minimum Relative Entropy inference by providing two `strong entropy concentration' theorems. These theorems unify and generalize Jayne…
Catching Up Faster by Switching Sooner: A Prequential Solution to the AIC-BIC Dilemma
Tim van Erven, Peter Grunwald, Steven de Rooij
Bayesian model averaging, model selection and its approximations such as BIC are generally statistically consistent, but sometimes achieve slower rates og convergence than other me…
A Game-Theoretic Analysis of Updating Sets of Probabilities
Peter D. Grunwald, Joseph Y. Halpern
We consider how an agent should update her uncertainty when it is represented by a set of probability distributions and the agent observes that a random variable takes on v…
Updating Probabilities
Peter D. Grunwald, Joseph Y. Halpern
As examples such as the Monty Hall puzzle show, applying conditioning to update a probability distribution on a ``naive space'', which does not take into account the protocol used,…