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math.ST2026
An Entropy-Energy Identity for Predictive Kullback-Leibler Regret in Infinitely Divisible Location Models
Kōsaku Takanashi, Kenichiro McAlinn
We consider predictive density estimation under logarithmic score for -dimensional infinitely divisible location models. Taking the formal Bayes predictive density under the Leb…
math.ST2023
Inadmissibility and Transience
Kosaku Takanashi, Kenichiro McAlinn
We discuss the relation between the statistical question of inadmissibility and the probabilistic question of transience. Brown (1971) proved the mathematical link between the admi…