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cs.IT2009
Regret and Jeffreys Integrals in Exp. Families
Peter Grunwald, Peter Harremoes
The problem of whether minimax redundancy, minimax regret and Jeffreys integrals are finite or infinite are discussed.
cs.IT2008
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…