21 citations · 25 across the 6 of their papers we have counts for
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stat.AP2016★ 2 cited
Exceedance Probabilities for the Dirichlet Distribution
Joram Soch, Carsten Allefeld
We derive an efficient method to calculate exceedance probabilities (EP) for the Dirichlet distribution when the number of event types is larger than two. Also, we present an intui…
math.ST2016★ 21 cited
Kullback-Leibler Divergence for the Normal-Gamma Distribution
Joram Soch, Carsten Allefeld
We derive the Kullback-Leibler divergence for the normal-gamma distribution and show that it is identical to the Bayesian complexity penalty for the univariate general linear model…