2884:(e.g. the number of times a die is thrown) to the total number of events—and these considered purely deductively, i.e. without any experimenting. In the case of the die if we look at it on the table without throwing it, each elementary event is reasoned deductively to have the same probability—thus the probability of each outcome of an imaginary throwing of the (perfect) die or simply by counting the number of faces is 1/6. Each face of the die appears with equal probability—probability being a measure defined for each elementary event. The result is different if we throw the die twenty times and ask how many times (out of 20) the number 6 appears on the upper face. In this case time comes into play and we have a different type of probability depending on time or the number of times the die is thrown. On the other hand, the a priori probability is independent of time—you can look at the die on the table as long as you like without touching it and you deduce the probability for the number 6 to appear on the upper face is 1/6.
594:) = 1/3 seems intuitively like the only reasonable choice. More formally, we can see that the problem remains the same if we swap around the labels ("A", "B" and "C") of the cups. It would therefore be odd to choose a prior for which a permutation of the labels would cause a change in our predictions about which cup the ball will be found under; the uniform prior is the only one which preserves this invariance. If one accepts this invariance principle then one can see that the uniform prior is the logically correct prior to represent this state of knowledge. This prior is "objective" in the sense of being the correct choice to represent a particular state of knowledge, but it is not objective in the sense of being an observer-independent feature of the world: in reality the ball exists under a particular cup, and it only makes sense to speak of probabilities in this situation if there is an observer with limited knowledge about the system.
558:, i.e. probability distributions in some sense logically required by the nature of one's state of uncertainty; these are a subject of philosophical controversy, with Bayesians being roughly divided into two schools: "objective Bayesians", who believe such priors exist in many useful situations, and "subjective Bayesians" who believe that in practice priors usually represent subjective judgements of opinion that cannot be rigorously justified (Williamson 2010). Perhaps the strongest arguments for objective Bayesianism were given by
279:
2794: > 0) which would suggest that any value for the mean is "equally likely" and that a value for the positive variance becomes "less likely" in inverse proportion to its value. Many authors (Lindley, 1973; De Groot, 1937; Kass and Wasserman, 1996) warn against the danger of over-interpreting those priors since they are not probability densities. The only relevance they have is found in the corresponding posterior, as long as it is well-defined for all observations. (The
745:, one finds the distribution that is least informative in the sense that it contains the least amount of information consistent with the constraints that define the set. For example, the maximum entropy prior on a discrete space, given only that the probability is normalized to 1, is the prior that assigns equal probability to each state. And in the continuous case, the maximum entropy prior given that the density is normalized with mean zero and unit variance is the standard
3997:. It is for this system that one postulates in quantum statistics the "fundamental postulate of equal a priori probabilities of an isolated system." This says that the isolated system in equilibrium occupies each of its accessible states with the same probability. This fundamental postulate therefore allows us to equate the a priori probability to the degeneracy of a system, i.e. to the number of different states with the same energy.
2750:. If the summation in the denominator converges, the posterior probabilities will still sum (or integrate) to 1 even if the prior values do not, and so the priors may only need to be specified in the correct proportion. Taking this idea further, in many cases the sum or integral of the prior values may not even need to be finite to get sensible answers for the posterior probabilities. When this is the case, the prior is called an
2385:
occurs where the two distributions in the logarithm argument, improper or not, do not diverge. This in turn occurs when the prior distribution is proportional to the square root of the Fisher information of the likelihood function. Hence in the single parameter case, reference priors and
Jeffreys priors are identical, even though Jeffreys has a very different rationale.
47:
551:, which assigns equal probabilities to all possibilities. In parameter estimation problems, the use of an uninformative prior typically yields results which are not too different from conventional statistical analysis, as the likelihood function often yields more information than the uninformative prior.
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Practical problems associated with uninformative priors include the requirement that the posterior distribution be proper. The usual uninformative priors on continuous, unbounded variables are improper. This need not be a problem if the posterior distribution is proper. Another issue of importance is
700:
which leaves invariant our
Bayesian state of knowledge. This can be seen as a generalisation of the invariance principle used to justify the uniform prior over the three cups in the example above. For example, in physics we might expect that an experiment will give the same results regardless of our
790:) is the "least informative" prior about X. The reference prior is defined in the asymptotic limit, i.e., one considers the limit of the priors so obtained as the number of data points goes to infinity. In the present case, the KL divergence between the prior and posterior distributions is given by
510:
expresses partial information about a variable, steering the analysis toward solutions that align with existing knowledge without overly constraining the results and preventing extreme estimates. An example is, when setting the prior distribution for the temperature at noon tomorrow in St. Louis, to
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do not need to be integrated, and a likelihood function that is uniformly 1 corresponds to the absence of data (all models are equally likely, given no data): Bayes' rule multiplies a prior by the likelihood, and an empty product is just the constant likelihood 1. However, without starting with a
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This is a quasi-KL divergence ("quasi" in the sense that the square root of the Fisher information may be the kernel of an improper distribution). Due to the minus sign, we need to minimise this in order to maximise the KL divergence with which we started. The minimum value of the last equation
2426:
Philosophical problems associated with uninformative priors are associated with the choice of an appropriate metric, or measurement scale. Suppose we want a prior for the running speed of a runner who is unknown to us. We could specify, say, a normal distribution as the prior for his speed, but
511:
use a normal distribution with mean 50 degrees
Fahrenheit and standard deviation 40 degrees, which very loosely constrains the temperature to the range (10 degrees, 90 degrees) with a small chance of being below -30 degrees or above 130 degrees. The purpose of a weakly informative prior is for
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is a preceding assumption, theory, concept or idea upon which, after taking account of new information, a current assumption, theory, concept or idea is founded. A strong prior is a type of informative prior in which the information contained in the prior distribution dominates the information
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accumulates, the posterior is determined largely by the evidence rather than any original assumption, provided that the original assumption admitted the possibility of what the evidence is suggesting. The terms "prior" and "posterior" are generally relative to a specific datum or observation.
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This example has a property in common with many priors, namely, that the posterior from one problem (today's temperature) becomes the prior for another problem (tomorrow's temperature); pre-existing evidence which has already been taken into account is part of the prior and, as more evidence
5692:
3228:. In order to understand this quantity as giving a number of states in quantum (i.e. wave) mechanics, recall that in quantum mechanics every particle is associated with a matter wave which is the solution of a Schrödinger equation. In the case of free particles (of energy
713:. Similarly, some measurements are naturally invariant to the choice of an arbitrary scale (e.g., whether centimeters or inches are used, the physical results should be equal). In such a case, the scale group is the natural group structure, and the corresponding prior on
3663:, i.e. the time independence of this phase space volume element and thus of the a priori probability. A time dependence of this quantity would imply known information about the dynamics of the system, and hence would not be an a priori probability. Thus the region
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661:, indicating that the sample will either dissolve every time or never dissolve, with equal probability. However, if one has observed samples of the chemical to dissolve in one experiment and not to dissolve in another experiment then this prior is updated to the
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of a probability distribution measures the amount of information contained in the distribution. The larger the entropy, the less information is provided by the distribution. Thus, by maximizing the entropy over a suitable set of probability distributions on
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of the individual gas elements (atoms or molecules) are finite in the phase space spanned by these coordinates. In analogy to the case of the die, the a priori probability is here (in the case of a continuum) proportional to the phase space volume element
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Similarly, if asked to estimate an unknown proportion between 0 and 1, we might say that all proportions are equally likely, and use a uniform prior. Alternatively, we might say that all orders of magnitude for the proportion are equally likely, the
5871:. An important aspect in the derivation is the taking into account of the indistinguishability of particles and states in quantum statistics, i.e. there particles and states do not have labels. In the case of fermions, like electrons, obeying the
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before some evidence is taken into account. For example, the prior could be the probability distribution representing the relative proportions of voters who will vote for a particular politician in a future election. The unknown quantity may be a
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alternatively we could specify a normal prior for the time he takes to complete 100 metres, which is proportional to the reciprocal of the first prior. These are very different priors, but it is not clear which is to be preferred. Jaynes'
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As an example of an a priori prior, due to Jaynes (2003), consider a situation in which one knows a ball has been hidden under one of three cups, A, B, or C, but no other information is available about its location. In this case a
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etc. appear here suddenly? Above no mention was made of electric or other fields. Thus with no such fields present we have the Fermi-Dirac distribution as above. But with such fields present we have this additional dependence of
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As a more contentious example, Jaynes published an argument based on the invariance of the prior under a change of parameters that suggests that the prior representing complete uncertainty about a probability should be the
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Thus the a priori weighting in the classical context (a) corresponds to the a priori weighting here in the quantal context (b). In the case of the one-dimensional simple harmonic oscillator of natural frequency
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Uninformative priors can express "objective" information such as "the variable is positive" or "the variable is less than some limit". The simplest and oldest rule for determining a non-informative prior is the
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to the data set consisting of one observation of dissolving and one of not dissolving, using the above prior. The
Haldane prior is an improper prior distribution (meaning that it has an infinite mass).
1958:
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under the adopted loss function. Unfortunately, admissibility is often difficult to check, although some results are known (e.g., Berger and
Strawderman 1996). The issue is particularly acute with
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In the full quantum theory one has an analogous conservation law. In this case, the phase space region is replaced by a subspace of the space of states expressed in terms of a projection operator
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In the case of the hydrogen atom or
Coulomb potential (where the evaluation of the phase space volume for constant energy is more complicated) one knows that the quantum mechanical degeneracy is
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is available. In these methods, either an information theory based criterion, such as KL divergence or log-likelihood function for binary supervised learning problems and mixture model problems.
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is constant under uniform conditions (as many particles as flow out of a volume element also flow in steadily, so that the situation in the element appears static), i.e. independent of time
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4089:
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Esfahani, M. S.; Dougherty, E. R. (2014). "Incorporation of
Biological Pathway Knowledge in the Construction of Priors for Optimal Bayesian Classification - IEEE Journals & Magazine".
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1098:
609:). The example Jaynes gives is of finding a chemical in a lab and asking whether it will dissolve in water in repeated experiments. The Haldane prior gives by far the most weight to
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2419:. Constructing objective priors have been recently introduced in bioinformatics, and specially inference in cancer systems biology, where sample size is limited and a vast amount of
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Now we use the concept of entropy which, in the case of probability distributions, is the negative expected value of the logarithm of the probability mass or density function or
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2190:. Indeed, the very idea goes against the philosophy of Bayesian inference in which 'true' values of parameters are replaced by prior and posterior distributions. So we remove
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expresses specific, definite information about a variable. An example is a prior distribution for the temperature at noon tomorrow. A reasonable approach is to make the prior a
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There are many ways to construct a prior distribution. In some cases, a prior may be determined from past information, such as previous experiments. A prior can also be
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attempts to solve this problem by computing a prior which expresses the same belief no matter which metric is used. The
Jeffreys prior for an unknown proportion
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Jaynes (1968), pp. 17, see also Jaynes (2003), chapter 12. Note that chapter 12 is not available in the online preprint but can be previewed via Google Books.
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100:
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These functions are derived for (1) a system in dynamic equilibrium (i.e. under steady, uniform conditions) with (2) total (and huge) number of particles
721:. It sometimes matters whether we use the left-invariant or right-invariant Haar measure. For example, the left and right invariant Haar measures on the
4569:{\displaystyle \int _{0}^{\phi =2\pi }\int _{0}^{\theta =\pi }2I\pi E\sin \theta d\theta d\phi =8\pi ^{2}IE=\oint dp_{\theta }dp_{\phi }d\theta d\phi ,}
535:
expresses vague or general information about a variable. The term "uninformative prior" is somewhat of a misnomer. Such a prior might also be called a
2023:
it can be taken out of the integral, and as this integral is over a probability space it equals one. Hence we can write the asymptotic form of KL as
5687:{\displaystyle f_{i}^{FD}={\frac {1}{e^{(\epsilon _{i}-\epsilon _{0})/kT}+1}},\quad f_{i}^{BE}={\frac {1}{e^{(\epsilon _{i}-\epsilon _{0})/kT}-1}}.}
182:
1893:
362:, which is the conditional distribution of the uncertain quantity given new data. Historically, the choice of priors was often constrained to a
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the a priori probability is used to describe the initial state of a system. The classical version is defined as the ratio of the number of
2754:. However, the posterior distribution need not be a proper distribution if the prior is improper. This is clear from the case where event
3660:
7364:
2498:; the usual priors (e.g., Jeffreys' prior) may give badly inadmissible decision rules if employed at the higher levels of the hierarchy.
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for the rotating diatomic molecule. From wave mechanics it is known that the energy levels of a rotating diatomic molecule are given by
1613:
6663:
Simpson, Daniel; et al. (2017). "Penalising Model
Component Complexity: A Principled, Practical Approach to Constructing Priors".
3953:. In either case, the considerations assume a closed isolated system. This closed isolated system is a system with (1) a fixed energy
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359:
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generalizes MAXENT to the case of "updating" an arbitrary prior distribution with suitable constraints in the maximum-entropy sense.
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The following example illustrates the a priori probability (or a priori weighting) in (a) classical and (b) quantal contexts.
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equal to the day-to-day variance of atmospheric temperature, or a distribution of the temperature for that day of the year.
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these states are indistinguishable (i.e. these states do not carry labels). An important consequence is a result known as
5501:
3761:{\displaystyle \Omega :={\frac {\Delta q\Delta p}{\int \Delta q\Delta p}},\;\;\;\int \Delta q\Delta p=\mathrm {const.} ,}
2876:
While in
Bayesian statistics the prior probability is used to represent initial beliefs about an uncertain parameter, in
7427:
6345:
5186:{\displaystyle {\frac {dn}{dE_{n}}}={\frac {8\pi ^{2}I}{(2n+1)h^{2}}},\;\;\;(2n+1)dn={\frac {8\pi ^{2}I}{h^{2}}}dE_{n}.}
733:
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in (c) a state of equilibrium. If one considers a huge number of replicas of this system, one obtains what is called a
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in "A note on inverse probability", Mathematical Proceedings of the Cambridge Philosophical Society 28, 55–61, 1932,
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would not be concerned with such issues, but it can be important in this situation. For example, one would want any
2747:
2404:
177:
146:
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Florens, Jean-Pierre; Mouchart, Michael; Rolin, Jean-Marie (1990). "Invariance Arguments in Bayesian Statistics".
2774:. For example, if they need a prior distribution for the mean and variance of a random variable, they may assume
400:
The prior distributions of model parameters will often depend on parameters of their own. Uncertainty about these
4014:
Consider the rotational energy E of a diatomic molecule with moment of inertia I in spherical polar coordinates
3495:
548:
386:
239:
120:
7016:
Dawid, A. P.; Stone, M.; Zidek, J. V. (1973). "Marginalization Paradoxes in Bayesian and Structural Inference".
6950:"Incorporating biological prior knowledge for Bayesian learning via maximal knowledge-driven information priors"
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2412:
1036:. Splitting the logarithm into two parts, reversing the order of integrals in the second part and noting that
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3174:
2509:
2495:
2491:
371:
331:
260:
172:
6854:. See also J. Haldane, "The precision of observed values of small frequencies", Biometrika, 35:297–300, 1948,
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is the dimensionality of the subspace. The conservation law in this case is expressed by the unitarity of the
725:
are not equal. Berger (1985, p. 413) argues that the right-invariant Haar measure is the correct choice.
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1039:
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of the posterior distribution relative to the prior. This maximizes the expected posterior information about
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5427:
5287:
4365:{\displaystyle \oint dp_{\theta }dp_{\phi }=\pi {\sqrt {2IE}}{\sqrt {2IE}}\sin \theta =2\pi IE\sin \theta .}
2463:
2388:
Reference priors are often the objective prior of choice in multivariate problems, since other rules (e.g.,
763:
7134:
Bauwens, Luc; Lubrano, Michel; Richard, Jean-François (1999). "Prior Densities for the Regression Model".
2408:
1529:
495:
417:
151:
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5213:
above, one finds that the approximate number of states in the range dE is given by the degeneracy, i.e.
4795:
4758:
4185:{\displaystyle E={\frac {1}{2I}}\left(p_{\theta }^{2}+{\frac {p_{\phi }^{2}}{\sin ^{2}\theta }}\right).}
2877:
2807:
54:
5324:
370:, for that it would result in a tractable posterior of the same family. The widespread availability of
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from the purely subjective assessment of an experienced expert. When no information is available, an
234:
115:
85:
5350:(no degeneracy). Thus in quantum mechanics the a priori probability is effectively a measure of the
6492:
Mikkola, Petrus; et al. (2023). "Prior Knowledge Elicitation: The Past, Present, and Future".
6003:
5847:
5740:
4063:
4017:
2865:
2811:
2802:
2771:
2713:{\displaystyle P(A_{i}\mid B)={\frac {P(B\mid A_{i})P(A_{i})}{\sum _{j}P(B\mid A_{j})P(A_{j})}}\,,}
2467:
1821:
is normal with a variance equal to the reciprocal of the Fisher information at the 'true' value of
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462:
367:
351:
344:
66:
58:
38:
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Boluki, Shahin; Esfahani, Mohammad Shahrokh; Qian, Xiaoning; Dougherty, Edward R (December 2017).
1274:{\displaystyle KL=\int p(t)\int p(x\mid t)\log\,dx\,dt\,-\,\int \log\,\int p(t)p(x\mid t)\,dt\,dx}
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7301:
7265:
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combines the information contained in the prior with that extracted from the data to produce the
283:
208:
80:
5968:
5958:{\displaystyle 0\leq f_{i}^{FD}\leq 1,\quad {\text{whereas}}\quad 0\leq f_{i}^{BE}\leq \infty .}
955:
445:
In principle, priors can be decomposed into many conditional levels of distributions, so-called
389:. In modern applications, priors are also often chosen for their mechanical properties, such as
110:
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6407:
3922:{\displaystyle \Sigma :={\frac {P}{{\text{Tr}}(P)}},\;\;\;N={\text{Tr}}(P)=\mathrm {const.} ,}
3057:
3014:
2834:
2795:
702:
666:
491:
409:
394:
213:
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which, in the case of a "strong prior", would be little changed from the prior distribution.
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6806:
6467:(1996). "Elicitation of Prior Distributions". In Berry, Donald A.; Stangl, Dalene (eds.).
5872:
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1341:
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737:
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562:, based mainly on the consequences of symmetries and on the principle of maximum entropy.
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340:
141:
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Icazatti, Alejandro; Abril-Pla, Oriol; Klami, Arto; Martin, Osvaldo A. (September 2023).
638:
612:
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Iba, Y. (1989). "Bayesian Statistics and Statistical Mechanics". In Takayama, H. (ed.).
7045:
Bayesian Ideas and Data Analysis : An Introduction for Scientists and Statisticians
6593:
Price, Harold J.; Manson, Allison R. (2001). "Uninformative priors for Bayes' theorem".
6337:{\displaystyle {\frac {df_{i}}{dt}}=0,\quad f_{i}=f_{i}(t,{\bf {v}}_{i},{\bf {r}}_{i}).}
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is proportional to the (asymptotically large) sample size. We do not know the value of
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then it is clear that the same result would be obtained if all the prior probabilities
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and taking the expected value of the normal entropy, which we obtain by multiplying by
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2006:
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is the arbitrarily large sample size (to which Fisher information is proportional) and
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466:
401:
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7256:
Bernardo, Jose M. (1979). "Reference Posterior Distributions for Bayesian Inference".
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is the same as at time zero. One describes this also as conservation of information.
2864:
These functions, interpreted as uniform distributions, can also be interpreted as the
7421:
7154:
6739:
6622:"Sparsity information and regularization in the horseshoe and other shrinkage priors"
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2400:
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choice of the origin of a coordinate system. This induces the group structure of the
599:
17:
7072:. Springer Series in Synergetics. Vol. 43. Berlin: Springer. pp. 235–236.
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7331:
6417:
722:
689:
255:
903:{\displaystyle KL=\int p(t)\int p(x\mid t)\log {\frac {p(x\mid t)}{p(x)}}\,dx\,dt}
7077:
7043:
Christensen, Ronald; Johnson, Wesley; Branscum, Adam; Hanson, Timothy E. (2010).
3831:, and instead of the probability in phase space, one has the probability density
2395:
Objective prior distributions may also be derived from other principles, such as
7343:
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6000:
is a measure of the fraction of states actually occupied by electrons at energy
2810:
distribution, and thus cannot integrate or compute expected values or loss. See
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6966:
6851:
6344:
Expressing this equation in terms of its partial derivatives, one obtains the
2140:{\displaystyle KL=-\log \left(1{\sqrt {kI(x^{*})}}\right)-\,\int p(x)\log\,dx}
1841:. The entropy of a normal density function is equal to half the logarithm of
405:
7383:
7231:
7212:
6975:
6829:
6753:
Congdon, Peter D. (2020). "Regression Techniques using Hierarchical Priors".
1517:{\displaystyle KL=\int p(t)\int p(x\mid t)\log\,dx\,dt\,-\,\int p(x)\log\,dx}
7213:"Choice of hierarchical priors: admissibility in estimation of normal means"
6402:
2857:
336:
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3617:
by considering the area covered by these points. Moreover, in view of the
6918:
3097:(here for simplicity considered in one dimension). In 1 dimension (length
2887:
In statistical mechanics, e.g. that of a gas contained in a finite volume
6648:
6621:
3950:
2846:
470:
6547:
6534:
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3788:
yields zero (with the help of Hamilton's equations): The volume at time
3415:{\displaystyle \psi \propto \sin(l\pi x/L)\sin(m\pi y/L)\sin(n\pi z/L),}
7269:
7029:
6867:
6721:
6708:
Fortuin, Vincent (2022). "Priors in Bayesian Deep Learning: A Review".
751:
46:
7323:
6686:
6606:
6501:
6074:
is a measure of the number of wave mechanical states available. Hence
2565:
be mutually exclusive and exhaustive. If Bayes' theorem is written as
358:
prescribes how to update the prior with new information to obtain the
1777:. In the limiting case where the sample size tends to infinity, the
1016:
distributions and the result is the weighted mean over all values of
674:
devised a systematic way for designing uninformative priors as e.g.,
427:
is a parameter of the underlying system (Bernoulli distribution), and
7411:
6859:
4792:, the number of states in the energy range dE is, as seen under (a)
2830:
on an infinite interval (i.e., a half-line or the entire real line).
2746:) were multiplied by a given constant; the same would be true for a
437:
are parameters of the prior distribution (beta distribution); hence
7365:"review of Bruno di Finetti. Philosophical Lectures on Probability"
7292:; Dongchu Sun (2009). "The formal definition of reference priors".
6638:
4412:
the total volume of phase space covered for constant energy E is
3011:, and is the number of standing waves (i.e. states) therein, where
7306:
6677:
5473:
In statistical mechanics (see any book) one derives the so-called
6907:
IEEE/ACM Transactions on Computational Biology and Bioinformatics
5875:(only one particle per state or none allowed), one has therefore
2443:, which is the uniform prior on the logarithm of proportion. The
952:. The inner integral is the KL divergence between the posterior
4755:
for each direction of motion is given, per element, by a factor
4576:
and hence the classical a priori weighting in the energy range
6780:
Economic Decision-Making: Games, Econometrics and Optimisation
3117:) this number or statistical weight or a priori weighting is
2806:
prior probability distribution, one does not end up getting a
6568:(1971). "Prior Distributions to Represent 'Knowing Little'".
1890:
is the variance of the distribution. In this case therefore
4931:
each such level being (2n+1)-fold degenerate. By evaluating
2478:, i.e., with many different data sets, it should have good
1283:
The inner integral in the second part is the integral over
1953:{\displaystyle H=\log {\sqrt {\frac {2\pi e}{NI(x^{*})}}}}
6757:(2nd ed.). Boca Raton: CRC Press. pp. 253–315.
6439:(1994). "From Prior Information to Prior Distributions".
4924:{\displaystyle E_{n}={\frac {n(n+1)h^{2}}{8\pi ^{2}I}},}
688:
Priors can be constructed which are proportional to the
7105:(2nd ed.). Singapore: World Scientific. Chapter 6.
709:, which determines the prior probability as a constant
4726:
Assuming that the number of quantum states in a range
1532:
408:
probability distributions. For example, if one uses a
6882:
Probability Matching Priors: Higher Order Asymptotics
6570:
An Introduction to Bayesian Inference in Econometrics
6379:
6354:
6227:
6207:
6180:
6160:
6133:
6080:
6053:
6033:
6006:
5971:
5881:
5850:
5823:
5770:
5743:
5700:
5510:
5482:
5430:
5389:
5362:
5354:, i.e. the number of states having the same energy.
5327:
5290:
5270:
5219:
5199:
5019:
4937:
4852:
4798:
4761:
4732:
4680:
4660:
4631:
4608:
4582:
4418:
4398:
4378:
4264:
4244:
4198:
4092:
4066:
4046:
4020:
3979:
3959:
3935:
3837:
3817:
3794:
3774:
3669:
3627:
3566:
3498:
3460:
3428:
3315:
3282:
3234:
3177:
3157:
3123:
3103:
3083:
3060:
3040:
3017:
2997:
2968:
2940:
2913:
2893:
2571:
2512:
2288:
2282:. This allows us to combine the logarithms yielding
2268:
2239:
2219:
2196:
2173:
2153:
2029:
2009:
1986:
1966:
1896:
1876:
1847:
1827:
1807:
1787:
1763:
1743:
1723:
1703:
1616:
1373:
1344:
1309:
1289:
1101:
1081:
1042:
1022:
993:
958:
938:
918:
796:
641:
615:
515:, that is, to keep inferences in a reasonable range.
7161:(2nd ed.). Boca Raton: Chapman & Hall/CRC.
6818:
IEEE Transactions on Systems Science and Cybernetics
2003:
is the 'true' value. Since this does not depend on
7414:
a collaborative database of models and their priors
6572:. New York: John Wiley & Sons. pp. 41–53.
3171:) the corresponding number can be calculated to be
2868:in the absence of data, but are not proper priors.
2470:as a basis for induction in very general settings.
374:methods, however, has made this less of a concern.
7258:Journal of the Royal Statistical Society, Series B
7211:Berger, James O.; Strawderman, William E. (1996).
6385:
6364:
6336:
6213:
6193:
6166:
6146:
6119:
6066:
6039:
6019:
5992:
5957:
5863:
5836:
5809:
5756:
5729:
5686:
5488:
5455:
5416:
5375:
5342:
5313:
5276:
5255:
5205:
5185:
5005:
4923:
4838:
4784:
4747:
4710:
4666:
4646:
4617:
4591:
4568:
4404:
4384:
4364:
4250:
4230:
4184:
4078:
4052:
4032:
3985:
3965:
3941:
3921:
3823:
3800:
3780:
3760:
3651:
3609:
3552:
3484:
3446:
3414:
3301:
3268:
3220:
3163:
3143:
3109:
3089:
3069:
3046:
3026:
3003:
2983:
2953:
2926:
2899:
2712:
2557:
2392:) may result in priors with problematic behavior.
2374:
2274:
2254:
2225:
2205:
2182:
2159:
2139:
2015:
1995:
1972:
1952:
1882:
1862:
1833:
1813:
1793:
1769:
1757:plus the marginal (i.e. unconditional) entropy of
1749:
1729:
1709:
1688:{\displaystyle KL=-\int p(t)H(x\mid t)\,dt+\,H(x)}
1687:
1602:
1516:
1359:
1330:
1295:
1273:
1087:
1067:
1028:
1008:
979:
944:
924:
902:
653:
627:
326:of an uncertain quantity, often simply called the
7186:Statistical decision theory and Bayesian analysis
1697:In words, KL is the negative expected value over
7136:Bayesian Inference in Dynamic Econometric Models
7070:Cooperative Dynamics in Complex Physical Systems
665:on the interval . This is obtained by applying
5810:{\displaystyle E=\Sigma _{i}n_{i}\epsilon _{i}}
2770:Statisticians sometimes use improper priors as
6047:. On the other hand, the a priori probability
3492:values and hence states in the region between
2459:), which differs from Jaynes' recommendation.
543:, i.e. one that is not subjectively elicited.
6880:Datta, Gauri Sankar; Mukerjee, Rahul (2004).
6801:
6799:
6560:
6558:
6471:. New York: Marcel Dekker. pp. 141–156.
5469:Priori probability and distribution functions
2474:that if an uninformative prior is to be used
2431:can answer this question in some situations.
932:is a sufficient statistic for some parameter
766:. Here, the idea is to maximize the expected
303:
8:
7138:. Oxford University Press. pp. 94–128.
2812:Likelihood function § Non-integrability
469:equal to today's noontime temperature, with
3553:{\displaystyle p,p+dp,p^{2}={\bf {p}}^{2},}
2375:{\displaystyle KL=-\int p(x)\log \left\,dx}
412:to model the distribution of the parameter
6535:"PreliZ: A tool-box for prior elicitation"
5107:
5106:
5105:
3872:
3871:
3870:
3716:
3715:
3714:
3269:{\displaystyle \epsilon ={\bf {p}}^{2}/2m}
2872:Prior probability in statistical mechanics
2490:based on the posterior distribution to be
2417:Solomonoff's theory of inductive inference
490:contained in the data being analyzed. The
310:
296:
29:
7305:
7230:
6983:
6965:
6729:
6676:
6647:
6637:
6546:
6509:
6378:
6356:
6355:
6353:
6322:
6316:
6315:
6305:
6299:
6298:
6282:
6269:
6238:
6228:
6226:
6206:
6185:
6179:
6159:
6138:
6132:
6108:
6098:
6085:
6079:
6058:
6052:
6032:
6011:
6005:
5981:
5976:
5970:
5937:
5932:
5916:
5897:
5892:
5880:
5855:
5849:
5828:
5822:
5801:
5791:
5781:
5769:
5748:
5742:
5721:
5711:
5699:
5659:
5650:
5637:
5629:
5619:
5607:
5602:
5572:
5563:
5550:
5542:
5532:
5520:
5515:
5509:
5481:
5441:
5429:
5408:
5399:
5388:
5367:
5361:
5326:
5303:
5289:
5269:
5218:
5198:
5174:
5159:
5145:
5135:
5093:
5060:
5050:
5038:
5020:
5018:
4989:
4983:
4968:
4956:
4944:
4936:
4906:
4891:
4866:
4857:
4851:
4830:
4821:
4806:
4797:
4774:
4760:
4731:
4690:
4685:
4679:
4659:
4630:
4607:
4581:
4545:
4532:
4507:
4452:
4447:
4428:
4423:
4417:
4397:
4377:
4313:
4300:
4288:
4275:
4263:
4243:
4219:
4206:
4197:
4159:
4148:
4143:
4137:
4128:
4123:
4099:
4091:
4065:
4045:
4019:
3978:
3958:
3934:
3896:
3879:
3850:
3844:
3836:
3816:
3793:
3773:
3768:when differentiated with respect to time
3735:
3676:
3668:
3626:
3601:
3592:
3580:
3565:
3560:is then found to be the above expression
3541:
3535:
3534:
3524:
3497:
3459:
3427:
3398:
3369:
3340:
3314:
3293:
3281:
3276:) like those of a gas in a box of volume
3255:
3249:
3243:
3242:
3233:
3221:{\displaystyle V4\pi p^{2}\Delta p/h^{3}}
3212:
3203:
3191:
3176:
3156:
3133:
3122:
3102:
3082:
3059:
3039:
3016:
2996:
2967:
2945:
2939:
2918:
2912:
2892:
2706:
2694:
2675:
2653:
2638:
2619:
2600:
2582:
2570:
2558:{\displaystyle A_{1},A_{2},\ldots ,A_{n}}
2549:
2530:
2517:
2511:
2365:
2326:
2287:
2267:
2238:
2218:
2195:
2172:
2152:
2130:
2090:
2071:
2056:
2028:
2008:
1985:
1965:
1937:
1909:
1895:
1875:
1846:
1826:
1806:
1801:conditional on a given observed value of
1786:
1762:
1742:
1722:
1702:
1672:
1662:
1615:
1590:
1531:
1507:
1467:
1463:
1456:
1449:
1372:
1343:
1308:
1288:
1264:
1257:
1223:
1195:
1191:
1184:
1177:
1100:
1080:
1046:
1041:
1021:
992:
957:
937:
917:
893:
886:
848:
795:
640:
614:
7345:Probability Theory: The Logic of Science
7018:Journal of the Royal Statistical Society
5737:(this condition determines the constant
5256:{\displaystyle \Sigma \propto (2n+1)dn.}
554:Some attempts have been made at finding
183:Integrated nested Laplace approximations
6443:. New York: Springer. pp. 89–136.
6428:
5496:for various statistics. In the case of
5006:{\displaystyle dn/dE_{n}=1/(dE_{n}/dn)}
4231:{\displaystyle (p_{\theta },p_{\phi })}
3652:{\displaystyle \Delta q\Delta p\geq h,}
3454:are integers. The number of different
1610:Using this in the last equation yields
247:
226:
200:
164:
133:
72:
37:
5456:{\displaystyle \Sigma \propto n^{2}dn}
5314:{\displaystyle \Omega \propto dE/\nu }
7157:; John B. Carlin; Stern, Hal (2003).
6620:Piironen, Juho; Vehtari, Aki (2017).
2822:Examples of improper priors include:
1603:{\textstyle H(x)=-\int p(x)\log\,dx.}
1338:. This is the marginal distribution
736:(MAXENT). The motivation is that the
685:) for the Bernoulli random variable.
27:Distribution of an uncertain quantity
7:
3973:and (2) a fixed number of particles
3151:. In customary 3 dimensions (volume
6782:. North-Holland. pp. 351–367.
3610:{\displaystyle V4\pi p^{2}dp/h^{3}}
385:may be adopted as justified by the
7047:. Hoboken: CRC Press. p. 69.
5949:
5778:
5730:{\displaystyle N=\Sigma _{i}n_{i}}
5708:
5504:these functions are respectively
5431:
5328:
5291:
5220:
5200:
4839:{\displaystyle 8\pi ^{2}IdE/h^{2}}
4785:{\displaystyle \Delta q\Delta p/h}
4768:
4762:
4739:
4733:
4609:
3909:
3906:
3903:
3900:
3897:
3838:
3748:
3745:
3742:
3739:
3736:
3726:
3720:
3702:
3696:
3685:
3679:
3670:
3634:
3628:
3621:, which in 1 spatial dimension is
3197:
3127:
3061:
3018:
2975:
2969:
360:posterior probability distribution
25:
7101:MĂĽller-Kirsten, H. J. W. (2013).
6120:{\displaystyle n_{i}=f_{i}g_{i}.}
5343:{\displaystyle \Sigma \propto dn}
3309:such a matter wave is explicitly
6710:International Statistical Review
6626:Electronic Journal of Statistics
6357:
6317:
6300:
5417:{\displaystyle E\propto 1/n^{2}}
4748:{\displaystyle \Delta q\Delta p}
4654:) minus (phase space volume at
3536:
3244:
2984:{\displaystyle \Delta q\Delta p}
1781:states that the distribution of
277:
193:Approximate Bayesian computation
45:
6539:Journal of Open Source Software
6264:
5921:
5915:
5597:
5284:one finds correspondingly: (a)
4711:{\displaystyle 8{\pi }^{2}IdE.}
4618:{\displaystyle \Omega \propto }
2907:, both the spatial coordinates
2429:method of transformation groups
219:Maximum a posteriori estimation
7348:. Cambridge University Press.
7120:. Singapore: World Scientific.
6328:
6288:
5656:
5630:
5569:
5543:
5241:
5226:
5123:
5108:
5086:
5071:
5000:
4973:
4884:
4872:
4225:
4199:
4011:Classical a priori probability
3890:
3884:
3861:
3855:
3479:
3461:
3406:
3386:
3377:
3357:
3348:
3328:
2798:is a typical counterexample.)
2700:
2687:
2681:
2662:
2644:
2631:
2625:
2606:
2594:
2575:
2355:
2349:
2338:
2332:
2313:
2307:
2249:
2243:
2127:
2124:
2118:
2112:
2103:
2097:
2077:
2064:
1943:
1930:
1682:
1676:
1659:
1647:
1641:
1635:
1587:
1584:
1578:
1572:
1563:
1557:
1542:
1536:
1504:
1501:
1495:
1489:
1480:
1474:
1446:
1443:
1431:
1425:
1416:
1404:
1395:
1389:
1354:
1348:
1325:
1313:
1254:
1242:
1236:
1230:
1220:
1217:
1211:
1205:
1174:
1171:
1159:
1153:
1144:
1132:
1123:
1117:
1062:
1059:
1053:
1047:
1003:
997:
974:
962:
880:
874:
866:
854:
839:
827:
818:
812:
404:can, in turn, be expressed as
324:prior probability distribution
1:
7103:Basics of Statistical Physics
7020:. Series B (Methodological).
6020:{\displaystyle \epsilon _{i}}
5864:{\displaystyle \epsilon _{i}}
5757:{\displaystyle \epsilon _{0}}
4079:{\displaystyle \theta ,\phi }
4033:{\displaystyle \theta ,\phi }
3077:is the range of the variable
3034:is the range of the variable
2934:and the momentum coordinates
2852:The logarithmic prior on the
2758:is independent of all of the
7078:10.1007/978-3-642-74554-6_60
6755:Bayesian Hierarchical Models
6346:Boltzmann transport equation
6221:as shown earlier, we obtain
6201:is also independent of time
5844:particles having the energy
4723:Quantum a priori probability
2845:=0 (uniform distribution on
2415:). Such methods are used in
734:principle of maximum entropy
728:Another idea, championed by
126:Principle of maximum entropy
7188:. Berlin: Springer-Verlag.
6842:This prior was proposed by
3144:{\displaystyle L\Delta p/h}
2462:Priors based on notions of
2413:probability matching priors
1779:Bernstein-von Mises theorem
768:Kullback–Leibler divergence
96:Bernstein–von Mises theorem
7449:
5993:{\displaystyle f_{i}^{FD}}
4238:-curve for constant E and
2748:continuous random variable
2405:minimum description length
980:{\displaystyle p(x\mid t)}
774:when the prior density is
537:not very informative prior
7184:Berger, James O. (1985).
6967:10.1186/s12859-017-1893-4
6852:10.1017/S0305004100010495
6365:{\displaystyle {\bf {r}}}
2856:(uniform distribution on
2496:hierarchical Bayes models
549:principle of indifference
502:Weakly informative priors
387:principle of indifference
121:Principle of indifference
7363:Williamson, Jon (2010).
6830:10.1109/TSSC.1968.300117
5817:, i.e. with each of the
5764:), and (3) total energy
5502:Bose–Einstein statistics
5193:Thus by comparison with
3070:{\displaystyle \Delta p}
3027:{\displaystyle \Delta q}
782:); thus, in some sense,
508:weakly informative prior
372:Markov chain Monte Carlo
332:probability distribution
173:Markov chain Monte Carlo
7372:Philosophia Mathematica
5206:{\displaystyle \Omega }
4625:(phase space volume at
4385:{\displaystyle \theta }
4258:is an ellipse of area
4251:{\displaystyle \theta }
3995:microcanonical ensemble
3485:{\displaystyle (l,m,n)}
3302:{\displaystyle V=L^{3}}
2482:properties. Normally a
2464:algorithmic probability
1863:{\displaystyle 2\pi ev}
1068:{\displaystyle \log \,}
698:natural group structure
692:if the parameter space
178:Laplace's approximation
165:Posterior approximation
7433:Probability assessment
7384:10.1093/philmat/nkp019
7232:10.1214/aos/1032526950
7159:Bayesian Data Analysis
6469:Bayesian Biostatistics
6387:
6366:
6338:
6215:
6195:
6168:
6148:
6121:
6068:
6041:
6021:
5994:
5959:
5865:
5838:
5811:
5758:
5731:
5688:
5498:Fermi–Dirac statistics
5490:
5475:distribution functions
5457:
5418:
5377:
5344:
5315:
5278:
5257:
5207:
5187:
5007:
4925:
4840:
4786:
4749:
4712:
4668:
4648:
4619:
4593:
4570:
4406:
4386:
4366:
4252:
4232:
4186:
4080:
4054:
4034:
3987:
3967:
3943:
3923:
3825:
3802:
3782:
3762:
3653:
3611:
3554:
3486:
3448:
3416:
3303:
3270:
3222:
3165:
3145:
3111:
3091:
3071:
3048:
3028:
3005:
2985:
2955:
2928:
2901:
2714:
2559:
2409:frequentist statistics
2376:
2276:
2256:
2227:
2207:
2184:
2161:
2141:
2017:
1997:
1974:
1954:
1884:
1864:
1835:
1815:
1795:
1771:
1751:
1731:
1711:
1689:
1604:
1518:
1361:
1332:
1331:{\displaystyle p(x,t)}
1297:
1275:
1089:
1069:
1030:
1010:
981:
946:
926:
904:
655:
629:
556:a priori probabilities
496:posterior distribution
418:Bernoulli distribution
284:Mathematics portal
227:Evidence approximation
7116:Ben-Naim, A. (2007).
6919:10.1109/TCBB.2013.143
6811:"Prior Probabilities"
6413:Bayesian epistemology
6388:
6367:
6348:. How do coordinates
6339:
6216:
6196:
6194:{\displaystyle g_{i}}
6169:
6149:
6147:{\displaystyle n_{i}}
6122:
6069:
6067:{\displaystyle g_{i}}
6042:
6022:
5995:
5960:
5866:
5839:
5837:{\displaystyle n_{i}}
5812:
5759:
5732:
5689:
5491:
5458:
5419:
5378:
5376:{\displaystyle n^{2}}
5345:
5316:
5279:
5258:
5208:
5188:
5008:
4926:
4841:
4787:
4750:
4713:
4669:
4649:
4620:
4594:
4571:
4407:
4405:{\displaystyle \phi }
4387:
4367:
4253:
4233:
4187:
4081:
4055:
4035:
3988:
3968:
3944:
3924:
3826:
3803:
3783:
3763:
3654:
3612:
3555:
3487:
3449:
3447:{\displaystyle l,m,n}
3417:
3304:
3271:
3223:
3166:
3146:
3112:
3092:
3072:
3049:
3029:
3006:
2986:
2956:
2954:{\displaystyle p_{i}}
2929:
2927:{\displaystyle q_{i}}
2902:
2878:statistical mechanics
2808:posterior probability
2715:
2560:
2455:(1 −
2377:
2277:
2262:and integrating over
2257:
2228:
2213:by replacing it with
2208:
2185:
2162:
2142:
2018:
1998:
1975:
1955:
1885:
1865:
1836:
1816:
1796:
1772:
1752:
1732:
1712:
1690:
1605:
1519:
1362:
1333:
1303:of the joint density
1298:
1276:
1090:
1070:
1031:
1011:
982:
947:
927:
905:
752:minimum cross-entropy
717:is proportional to 1/
681:(1 −
656:
630:
605:(1 −
188:Variational inference
18:Non-informative prior
7294:Annals of Statistics
7218:Annals of Statistics
6649:10.1214/17-EJS1337SI
6377:
6352:
6225:
6205:
6178:
6158:
6131:
6078:
6051:
6031:
6004:
5969:
5879:
5848:
5821:
5768:
5741:
5698:
5508:
5480:
5428:
5424:. Thus in this case
5387:
5360:
5325:
5288:
5277:{\displaystyle \nu }
5268:
5217:
5197:
5017:
4935:
4850:
4796:
4759:
4730:
4678:
4658:
4647:{\displaystyle E+dE}
4629:
4606:
4580:
4416:
4396:
4376:
4372:By integrating over
4262:
4242:
4196:
4090:
4064:
4044:
4018:
3977:
3957:
3933:
3835:
3815:
3792:
3772:
3667:
3625:
3619:uncertainty relation
3564:
3496:
3458:
3426:
3313:
3280:
3232:
3175:
3155:
3121:
3101:
3081:
3058:
3038:
3015:
2995:
2966:
2938:
2911:
2891:
2828:uniform distribution
2803:likelihood functions
2772:uninformative priors
2569:
2510:
2286:
2266:
2255:{\displaystyle p(x)}
2237:
2217:
2194:
2171:
2151:
2027:
2007:
1984:
1964:
1894:
1874:
1845:
1825:
1805:
1785:
1761:
1741:
1721:
1701:
1614:
1530:
1371:
1360:{\displaystyle p(x)}
1342:
1307:
1287:
1099:
1079:
1040:
1020:
1009:{\displaystyle p(x)}
991:
956:
936:
916:
794:
764:José-Miguel Bernardo
762:, was introduced by
749:. The principle of
663:uniform distribution
639:
613:
519:Uninformative priors
266:Posterior predictive
235:Evidence lower bound
116:Likelihood principle
86:Bayesian probability
7428:Bayesian statistics
7316:2009arXiv0904.0156B
7118:Entropy Demystified
6731:20.500.11850/547969
6665:Statistical Science
6548:10.21105/joss.05499
6441:The Bayesian Choice
5989:
5945:
5905:
5615:
5528:
4463:
4442:
4153:
4133:
3661:Liouville's theorem
2866:likelihood function
2468:inductive inference
1075:does not depend on
747:normal distribution
654:{\displaystyle p=1}
628:{\displaystyle p=0}
463:normal distribution
447:hierarchical priors
383:uninformative prior
368:likelihood function
352:Bayesian statistics
345:observable variable
39:Bayesian statistics
33:Part of a series on
7153:Rubin, Donald B.;
6954:BMC Bioinformatics
6722:10.1111/insr.12502
6383:
6362:
6334:
6211:
6191:
6164:
6144:
6117:
6064:
6037:
6017:
5990:
5972:
5955:
5928:
5888:
5861:
5834:
5807:
5754:
5727:
5684:
5598:
5511:
5486:
5453:
5414:
5373:
5340:
5311:
5274:
5253:
5203:
5183:
5003:
4921:
4836:
4782:
4745:
4708:
4664:
4644:
4615:
4592:{\displaystyle dE}
4589:
4566:
4443:
4419:
4402:
4382:
4362:
4248:
4228:
4182:
4139:
4119:
4076:
4050:
4030:
3983:
3963:
3939:
3919:
3821:
3798:
3778:
3758:
3649:
3607:
3550:
3482:
3444:
3412:
3299:
3266:
3218:
3161:
3141:
3107:
3087:
3067:
3044:
3024:
3001:
2981:
2951:
2924:
2897:
2710:
2658:
2555:
2372:
2272:
2252:
2223:
2206:{\displaystyle x*}
2203:
2183:{\displaystyle x*}
2180:
2157:
2137:
2013:
1996:{\displaystyle x*}
1993:
1970:
1950:
1880:
1860:
1831:
1811:
1791:
1767:
1747:
1727:
1717:of the entropy of
1707:
1685:
1600:
1514:
1357:
1328:
1293:
1271:
1085:
1065:
1026:
1006:
977:
942:
922:
900:
651:
625:
453:Informative priors
339:of the model or a
209:Bayesian estimator
157:Hierarchical model
81:Bayesian inference
7355:978-0-521-59271-0
7324:10.1214/07-AOS587
7195:978-0-387-96098-2
7168:978-1-58488-388-3
7087:978-3-642-74556-0
6891:978-0-387-20329-4
6764:978-1-03-217715-1
6687:10.1214/16-STS576
6607:10.1063/1.1477060
6502:10.1214/23-BA1381
6494:Bayesian Analysis
6465:Chaloner, Kathryn
6437:Robert, Christian
6408:Base rate fallacy
6386:{\displaystyle f}
6253:
6214:{\displaystyle t}
6167:{\displaystyle t}
6040:{\displaystyle T}
5919:
5679:
5592:
5489:{\displaystyle f}
5165:
5100:
5045:
4916:
4667:{\displaystyle E}
4324:
4311:
4172:
4112:
4053:{\displaystyle q}
3986:{\displaystyle N}
3966:{\displaystyle E}
3942:{\displaystyle N}
3882:
3865:
3853:
3824:{\displaystyle P}
3801:{\displaystyle t}
3781:{\displaystyle t}
3709:
3164:{\displaystyle V}
3110:{\displaystyle L}
3090:{\displaystyle p}
3047:{\displaystyle q}
3004:{\displaystyle h}
2900:{\displaystyle V}
2882:elementary events
2835:beta distribution
2704:
2649:
2439:logarithmic prior
2359:
2358:
2275:{\displaystyle x}
2226:{\displaystyle x}
2160:{\displaystyle k}
2080:
2016:{\displaystyle t}
1973:{\displaystyle N}
1948:
1947:
1883:{\displaystyle v}
1834:{\displaystyle x}
1814:{\displaystyle t}
1794:{\displaystyle x}
1770:{\displaystyle x}
1750:{\displaystyle t}
1730:{\displaystyle x}
1710:{\displaystyle t}
1296:{\displaystyle t}
1088:{\displaystyle t}
1029:{\displaystyle t}
945:{\displaystyle x}
925:{\displaystyle t}
884:
703:translation group
492:Bayesian analysis
459:informative prior
410:beta distribution
395:feature selection
330:, is its assumed
320:
319:
214:Credible interval
147:Linear regression
16:(Redirected from
7440:
7401:
7399:
7398:
7392:
7386:. Archived from
7369:
7359:
7340:Jaynes, Edwin T.
7335:
7309:
7290:José M. Bernardo
7281:
7252:
7234:
7207:
7180:
7149:
7122:
7121:
7113:
7107:
7106:
7098:
7092:
7091:
7065:
7059:
7058:
7040:
7034:
7033:
7013:
7007:
7004:
6998:
6997:
6987:
6969:
6945:
6939:
6938:
6902:
6896:
6895:
6877:
6871:
6840:
6834:
6833:
6815:
6807:Jaynes, Edwin T.
6803:
6794:
6793:
6775:
6769:
6768:
6750:
6744:
6743:
6733:
6705:
6699:
6698:
6680:
6660:
6654:
6653:
6651:
6641:
6632:(2): 5018–5051.
6617:
6611:
6610:
6590:
6584:
6583:
6562:
6553:
6552:
6550:
6530:
6524:
6523:
6513:
6489:
6483:
6482:
6461:
6455:
6454:
6433:
6392:
6390:
6389:
6384:
6371:
6369:
6368:
6363:
6361:
6360:
6343:
6341:
6340:
6335:
6327:
6326:
6321:
6320:
6310:
6309:
6304:
6303:
6287:
6286:
6274:
6273:
6254:
6252:
6244:
6243:
6242:
6229:
6220:
6218:
6217:
6212:
6200:
6198:
6197:
6192:
6190:
6189:
6173:
6171:
6170:
6165:
6153:
6151:
6150:
6145:
6143:
6142:
6126:
6124:
6123:
6118:
6113:
6112:
6103:
6102:
6090:
6089:
6073:
6071:
6070:
6065:
6063:
6062:
6046:
6044:
6043:
6038:
6027:and temperature
6026:
6024:
6023:
6018:
6016:
6015:
5999:
5997:
5996:
5991:
5988:
5980:
5964:
5962:
5961:
5956:
5944:
5936:
5920:
5917:
5904:
5896:
5870:
5868:
5867:
5862:
5860:
5859:
5843:
5841:
5840:
5835:
5833:
5832:
5816:
5814:
5813:
5808:
5806:
5805:
5796:
5795:
5786:
5785:
5763:
5761:
5760:
5755:
5753:
5752:
5736:
5734:
5733:
5728:
5726:
5725:
5716:
5715:
5693:
5691:
5690:
5685:
5680:
5678:
5671:
5670:
5663:
5655:
5654:
5642:
5641:
5620:
5614:
5606:
5593:
5591:
5584:
5583:
5576:
5568:
5567:
5555:
5554:
5533:
5527:
5519:
5495:
5493:
5492:
5487:
5462:
5460:
5459:
5454:
5446:
5445:
5423:
5421:
5420:
5415:
5413:
5412:
5403:
5382:
5380:
5379:
5374:
5372:
5371:
5349:
5347:
5346:
5341:
5320:
5318:
5317:
5312:
5307:
5283:
5281:
5280:
5275:
5262:
5260:
5259:
5254:
5212:
5210:
5209:
5204:
5192:
5190:
5189:
5184:
5179:
5178:
5166:
5164:
5163:
5154:
5150:
5149:
5136:
5101:
5099:
5098:
5097:
5069:
5065:
5064:
5051:
5046:
5044:
5043:
5042:
5029:
5021:
5012:
5010:
5009:
5004:
4993:
4988:
4987:
4972:
4961:
4960:
4948:
4930:
4928:
4927:
4922:
4917:
4915:
4911:
4910:
4897:
4896:
4895:
4867:
4862:
4861:
4845:
4843:
4842:
4837:
4835:
4834:
4825:
4811:
4810:
4791:
4789:
4788:
4783:
4778:
4754:
4752:
4751:
4746:
4717:
4715:
4714:
4709:
4695:
4694:
4689:
4673:
4671:
4670:
4665:
4653:
4651:
4650:
4645:
4624:
4622:
4621:
4616:
4598:
4596:
4595:
4590:
4575:
4573:
4572:
4567:
4550:
4549:
4537:
4536:
4512:
4511:
4462:
4451:
4441:
4427:
4411:
4409:
4408:
4403:
4391:
4389:
4388:
4383:
4371:
4369:
4368:
4363:
4325:
4314:
4312:
4301:
4293:
4292:
4280:
4279:
4257:
4255:
4254:
4249:
4237:
4235:
4234:
4229:
4224:
4223:
4211:
4210:
4191:
4189:
4188:
4183:
4178:
4174:
4173:
4171:
4164:
4163:
4152:
4147:
4138:
4132:
4127:
4113:
4111:
4100:
4085:
4083:
4082:
4077:
4059:
4057:
4056:
4051:
4039:
4037:
4036:
4031:
3992:
3990:
3989:
3984:
3972:
3970:
3969:
3964:
3948:
3946:
3945:
3940:
3928:
3926:
3925:
3920:
3915:
3883:
3880:
3866:
3864:
3854:
3851:
3845:
3830:
3828:
3827:
3822:
3807:
3805:
3804:
3799:
3787:
3785:
3784:
3779:
3767:
3765:
3764:
3759:
3754:
3710:
3708:
3691:
3677:
3658:
3656:
3655:
3650:
3616:
3614:
3613:
3608:
3606:
3605:
3596:
3585:
3584:
3559:
3557:
3556:
3551:
3546:
3545:
3540:
3539:
3529:
3528:
3491:
3489:
3488:
3483:
3453:
3451:
3450:
3445:
3421:
3419:
3418:
3413:
3402:
3373:
3344:
3308:
3306:
3305:
3300:
3298:
3297:
3275:
3273:
3272:
3267:
3259:
3254:
3253:
3248:
3247:
3227:
3225:
3224:
3219:
3217:
3216:
3207:
3196:
3195:
3170:
3168:
3167:
3162:
3150:
3148:
3147:
3142:
3137:
3116:
3114:
3113:
3108:
3096:
3094:
3093:
3088:
3076:
3074:
3073:
3068:
3053:
3051:
3050:
3045:
3033:
3031:
3030:
3025:
3010:
3008:
3007:
3002:
2990:
2988:
2987:
2982:
2960:
2958:
2957:
2952:
2950:
2949:
2933:
2931:
2930:
2925:
2923:
2922:
2906:
2904:
2903:
2898:
2786:) ~ 1/
2719:
2717:
2716:
2711:
2705:
2703:
2699:
2698:
2680:
2679:
2657:
2647:
2643:
2642:
2624:
2623:
2601:
2587:
2586:
2564:
2562:
2561:
2556:
2554:
2553:
2535:
2534:
2522:
2521:
2441:
2440:
2381:
2379:
2378:
2373:
2364:
2360:
2342:
2341:
2327:
2281:
2279:
2278:
2273:
2261:
2259:
2258:
2253:
2232:
2230:
2229:
2224:
2212:
2210:
2209:
2204:
2189:
2187:
2186:
2181:
2166:
2164:
2163:
2158:
2146:
2144:
2143:
2138:
2086:
2082:
2081:
2076:
2075:
2057:
2022:
2020:
2019:
2014:
2002:
2000:
1999:
1994:
1979:
1977:
1976:
1971:
1959:
1957:
1956:
1951:
1949:
1946:
1942:
1941:
1922:
1911:
1910:
1889:
1887:
1886:
1881:
1869:
1867:
1866:
1861:
1840:
1838:
1837:
1832:
1820:
1818:
1817:
1812:
1800:
1798:
1797:
1792:
1776:
1774:
1773:
1768:
1756:
1754:
1753:
1748:
1736:
1734:
1733:
1728:
1716:
1714:
1713:
1708:
1694:
1692:
1691:
1686:
1609:
1607:
1606:
1601:
1523:
1521:
1520:
1515:
1366:
1364:
1363:
1358:
1337:
1335:
1334:
1329:
1302:
1300:
1299:
1294:
1280:
1278:
1277:
1272:
1094:
1092:
1091:
1086:
1074:
1072:
1071:
1066:
1035:
1033:
1032:
1027:
1015:
1013:
1012:
1007:
986:
984:
983:
978:
951:
949:
948:
943:
931:
929:
928:
923:
909:
907:
906:
901:
885:
883:
869:
849:
760:reference priors
758:A related idea,
732:, is to use the
660:
658:
657:
652:
634:
632:
631:
626:
364:conjugate family
312:
305:
298:
282:
281:
248:Model evaluation
49:
30:
21:
7448:
7447:
7443:
7442:
7441:
7439:
7438:
7437:
7418:
7417:
7408:
7396:
7394:
7390:
7367:
7362:
7356:
7338:
7286:James O. Berger
7284:
7255:
7210:
7196:
7183:
7169:
7152:
7146:
7133:
7130:
7125:
7115:
7114:
7110:
7100:
7099:
7095:
7088:
7067:
7066:
7062:
7055:
7042:
7041:
7037:
7015:
7014:
7010:
7005:
7001:
6947:
6946:
6942:
6904:
6903:
6899:
6892:
6879:
6878:
6874:
6860:10.2307/2332350
6841:
6837:
6813:
6805:
6804:
6797:
6790:
6777:
6776:
6772:
6765:
6752:
6751:
6747:
6707:
6706:
6702:
6662:
6661:
6657:
6619:
6618:
6614:
6592:
6591:
6587:
6580:
6566:Zellner, Arnold
6564:
6563:
6556:
6532:
6531:
6527:
6496:. Forthcoming.
6491:
6490:
6486:
6479:
6463:
6462:
6458:
6451:
6435:
6434:
6430:
6426:
6399:
6375:
6374:
6350:
6349:
6314:
6297:
6278:
6265:
6245:
6234:
6230:
6223:
6222:
6203:
6202:
6181:
6176:
6175:
6156:
6155:
6134:
6129:
6128:
6104:
6094:
6081:
6076:
6075:
6054:
6049:
6048:
6029:
6028:
6007:
6002:
6001:
5967:
5966:
5877:
5876:
5873:Pauli principle
5851:
5846:
5845:
5824:
5819:
5818:
5797:
5787:
5777:
5766:
5765:
5744:
5739:
5738:
5717:
5707:
5696:
5695:
5646:
5633:
5625:
5624:
5559:
5546:
5538:
5537:
5506:
5505:
5478:
5477:
5471:
5466:
5437:
5426:
5425:
5404:
5385:
5384:
5363:
5358:
5357:
5323:
5322:
5286:
5285:
5266:
5265:
5215:
5214:
5195:
5194:
5170:
5155:
5141:
5137:
5089:
5070:
5056:
5052:
5034:
5030:
5022:
5015:
5014:
4979:
4952:
4933:
4932:
4902:
4898:
4887:
4868:
4853:
4848:
4847:
4826:
4802:
4794:
4793:
4757:
4756:
4728:
4727:
4684:
4676:
4675:
4656:
4655:
4627:
4626:
4604:
4603:
4578:
4577:
4541:
4528:
4503:
4414:
4413:
4394:
4393:
4374:
4373:
4284:
4271:
4260:
4259:
4240:
4239:
4215:
4202:
4194:
4193:
4155:
4154:
4118:
4114:
4104:
4088:
4087:
4062:
4061:
4042:
4041:
4016:
4015:
4003:
3975:
3974:
3955:
3954:
3931:
3930:
3849:
3833:
3832:
3813:
3812:
3790:
3789:
3770:
3769:
3692:
3678:
3665:
3664:
3623:
3622:
3597:
3576:
3562:
3561:
3533:
3520:
3494:
3493:
3456:
3455:
3424:
3423:
3311:
3310:
3289:
3278:
3277:
3241:
3230:
3229:
3208:
3187:
3173:
3172:
3153:
3152:
3119:
3118:
3099:
3098:
3079:
3078:
3056:
3055:
3036:
3035:
3013:
3012:
2993:
2992:
2964:
2963:
2941:
2936:
2935:
2914:
2909:
2908:
2889:
2888:
2874:
2833:Beta(0,0), the
2820:
2766:
2745:
2732:
2690:
2671:
2648:
2634:
2615:
2602:
2578:
2567:
2566:
2545:
2526:
2513:
2508:
2507:
2504:
2502:Improper priors
2438:
2437:
2421:prior knowledge
2328:
2322:
2284:
2283:
2264:
2263:
2235:
2234:
2215:
2214:
2192:
2191:
2169:
2168:
2149:
2148:
2067:
2052:
2048:
2025:
2024:
2005:
2004:
1982:
1981:
1962:
1961:
1933:
1923:
1912:
1892:
1891:
1872:
1871:
1843:
1842:
1823:
1822:
1803:
1802:
1783:
1782:
1759:
1758:
1739:
1738:
1737:conditional on
1719:
1718:
1699:
1698:
1612:
1611:
1528:
1527:
1369:
1368:
1340:
1339:
1305:
1304:
1285:
1284:
1097:
1096:
1077:
1076:
1038:
1037:
1018:
1017:
989:
988:
954:
953:
934:
933:
914:
913:
870:
850:
792:
791:
738:Shannon entropy
730:Edwin T. Jaynes
672:Harold Jeffreys
637:
636:
611:
610:
560:Edwin T. Jaynes
541:objective prior
521:
504:
483:
455:
402:hyperparameters
343:rather than an
341:latent variable
316:
276:
261:Model averaging
240:Nested sampling
152:Empirical Bayes
142:Conjugate prior
111:Cromwell's rule
28:
23:
22:
15:
12:
11:
5:
7446:
7444:
7436:
7435:
7430:
7420:
7419:
7416:
7415:
7407:
7406:External links
7404:
7403:
7402:
7378:(1): 130–135.
7360:
7354:
7336:
7300:(2): 905–938.
7282:
7264:(2): 113–147.
7253:
7225:(3): 931–951.
7208:
7194:
7181:
7167:
7155:Gelman, Andrew
7150:
7144:
7129:
7126:
7124:
7123:
7108:
7093:
7086:
7060:
7053:
7035:
7024:(2): 189–233.
7008:
6999:
6940:
6897:
6890:
6872:
6844:J.B.S. Haldane
6835:
6824:(3): 227–241.
6795:
6788:
6770:
6763:
6745:
6716:(3): 563–591.
6700:
6655:
6612:
6595:AIP Conf. Proc
6585:
6578:
6554:
6525:
6484:
6477:
6456:
6449:
6427:
6425:
6422:
6421:
6420:
6415:
6410:
6405:
6398:
6395:
6382:
6359:
6333:
6330:
6325:
6319:
6313:
6308:
6302:
6296:
6293:
6290:
6285:
6281:
6277:
6272:
6268:
6263:
6260:
6257:
6251:
6248:
6241:
6237:
6233:
6210:
6188:
6184:
6163:
6141:
6137:
6116:
6111:
6107:
6101:
6097:
6093:
6088:
6084:
6061:
6057:
6036:
6014:
6010:
5987:
5984:
5979:
5975:
5954:
5951:
5948:
5943:
5940:
5935:
5931:
5927:
5924:
5914:
5911:
5908:
5903:
5900:
5895:
5891:
5887:
5884:
5858:
5854:
5831:
5827:
5804:
5800:
5794:
5790:
5784:
5780:
5776:
5773:
5751:
5747:
5724:
5720:
5714:
5710:
5706:
5703:
5683:
5677:
5674:
5669:
5666:
5662:
5658:
5653:
5649:
5645:
5640:
5636:
5632:
5628:
5623:
5618:
5613:
5610:
5605:
5601:
5596:
5590:
5587:
5582:
5579:
5575:
5571:
5566:
5562:
5558:
5553:
5549:
5545:
5541:
5536:
5531:
5526:
5523:
5518:
5514:
5485:
5470:
5467:
5465:
5464:
5452:
5449:
5444:
5440:
5436:
5433:
5411:
5407:
5402:
5398:
5395:
5392:
5370:
5366:
5339:
5336:
5333:
5330:
5310:
5306:
5302:
5299:
5296:
5293:
5273:
5252:
5249:
5246:
5243:
5240:
5237:
5234:
5231:
5228:
5225:
5222:
5202:
5182:
5177:
5173:
5169:
5162:
5158:
5153:
5148:
5144:
5140:
5134:
5131:
5128:
5125:
5122:
5119:
5116:
5113:
5110:
5104:
5096:
5092:
5088:
5085:
5082:
5079:
5076:
5073:
5068:
5063:
5059:
5055:
5049:
5041:
5037:
5033:
5028:
5025:
5002:
4999:
4996:
4992:
4986:
4982:
4978:
4975:
4971:
4967:
4964:
4959:
4955:
4951:
4947:
4943:
4940:
4920:
4914:
4909:
4905:
4901:
4894:
4890:
4886:
4883:
4880:
4877:
4874:
4871:
4865:
4860:
4856:
4833:
4829:
4824:
4820:
4817:
4814:
4809:
4805:
4801:
4781:
4777:
4773:
4770:
4767:
4764:
4744:
4741:
4738:
4735:
4720:
4719:
4718:
4707:
4704:
4701:
4698:
4693:
4688:
4683:
4674:) is given by
4663:
4643:
4640:
4637:
4634:
4614:
4611:
4588:
4585:
4565:
4562:
4559:
4556:
4553:
4548:
4544:
4540:
4535:
4531:
4527:
4524:
4521:
4518:
4515:
4510:
4506:
4502:
4499:
4496:
4493:
4490:
4487:
4484:
4481:
4478:
4475:
4472:
4469:
4466:
4461:
4458:
4455:
4450:
4446:
4440:
4437:
4434:
4431:
4426:
4422:
4401:
4381:
4361:
4358:
4355:
4352:
4349:
4346:
4343:
4340:
4337:
4334:
4331:
4328:
4323:
4320:
4317:
4310:
4307:
4304:
4299:
4296:
4291:
4287:
4283:
4278:
4274:
4270:
4267:
4247:
4227:
4222:
4218:
4214:
4209:
4205:
4201:
4181:
4177:
4170:
4167:
4162:
4158:
4151:
4146:
4142:
4136:
4131:
4126:
4122:
4117:
4110:
4107:
4103:
4098:
4095:
4075:
4072:
4069:
4060:above is here
4049:
4029:
4026:
4023:
4007:
4002:
3999:
3982:
3962:
3938:
3918:
3914:
3911:
3908:
3905:
3902:
3899:
3895:
3892:
3889:
3886:
3878:
3875:
3869:
3863:
3860:
3857:
3848:
3843:
3840:
3820:
3797:
3777:
3757:
3753:
3750:
3747:
3744:
3741:
3738:
3734:
3731:
3728:
3725:
3722:
3719:
3713:
3707:
3704:
3701:
3698:
3695:
3690:
3687:
3684:
3681:
3675:
3672:
3648:
3645:
3642:
3639:
3636:
3633:
3630:
3604:
3600:
3595:
3591:
3588:
3583:
3579:
3575:
3572:
3569:
3549:
3544:
3538:
3532:
3527:
3523:
3519:
3516:
3513:
3510:
3507:
3504:
3501:
3481:
3478:
3475:
3472:
3469:
3466:
3463:
3443:
3440:
3437:
3434:
3431:
3411:
3408:
3405:
3401:
3397:
3394:
3391:
3388:
3385:
3382:
3379:
3376:
3372:
3368:
3365:
3362:
3359:
3356:
3353:
3350:
3347:
3343:
3339:
3336:
3333:
3330:
3327:
3324:
3321:
3318:
3296:
3292:
3288:
3285:
3265:
3262:
3258:
3252:
3246:
3240:
3237:
3215:
3211:
3206:
3202:
3199:
3194:
3190:
3186:
3183:
3180:
3160:
3140:
3136:
3132:
3129:
3126:
3106:
3086:
3066:
3063:
3043:
3023:
3020:
3000:
2980:
2977:
2974:
2971:
2948:
2944:
2921:
2917:
2896:
2873:
2870:
2862:
2861:
2854:positive reals
2850:
2831:
2819:
2816:
2762:
2752:improper prior
2741:
2728:
2709:
2702:
2697:
2693:
2689:
2686:
2683:
2678:
2674:
2670:
2667:
2664:
2661:
2656:
2652:
2646:
2641:
2637:
2633:
2630:
2627:
2622:
2618:
2614:
2611:
2608:
2605:
2599:
2596:
2593:
2590:
2585:
2581:
2577:
2574:
2552:
2548:
2544:
2541:
2538:
2533:
2529:
2525:
2520:
2516:
2503:
2500:
2445:Jeffreys prior
2390:Jeffreys' rule
2371:
2368:
2363:
2357:
2354:
2351:
2348:
2345:
2340:
2337:
2334:
2331:
2325:
2321:
2318:
2315:
2312:
2309:
2306:
2303:
2300:
2297:
2294:
2291:
2271:
2251:
2248:
2245:
2242:
2222:
2202:
2199:
2179:
2176:
2156:
2136:
2133:
2129:
2126:
2123:
2120:
2117:
2114:
2111:
2108:
2105:
2102:
2099:
2096:
2093:
2089:
2085:
2079:
2074:
2070:
2066:
2063:
2060:
2055:
2051:
2047:
2044:
2041:
2038:
2035:
2032:
2012:
1992:
1989:
1969:
1945:
1940:
1936:
1932:
1929:
1926:
1921:
1918:
1915:
1908:
1905:
1902:
1899:
1879:
1859:
1856:
1853:
1850:
1830:
1810:
1790:
1766:
1746:
1726:
1706:
1684:
1681:
1678:
1675:
1671:
1668:
1665:
1661:
1658:
1655:
1652:
1649:
1646:
1643:
1640:
1637:
1634:
1631:
1628:
1625:
1622:
1619:
1599:
1596:
1593:
1589:
1586:
1583:
1580:
1577:
1574:
1571:
1568:
1565:
1562:
1559:
1556:
1553:
1550:
1547:
1544:
1541:
1538:
1535:
1513:
1510:
1506:
1503:
1500:
1497:
1494:
1491:
1488:
1485:
1482:
1479:
1476:
1473:
1470:
1466:
1462:
1459:
1455:
1452:
1448:
1445:
1442:
1439:
1436:
1433:
1430:
1427:
1424:
1421:
1418:
1415:
1412:
1409:
1406:
1403:
1400:
1397:
1394:
1391:
1388:
1385:
1382:
1379:
1376:
1356:
1353:
1350:
1347:
1327:
1324:
1321:
1318:
1315:
1312:
1292:
1270:
1267:
1263:
1260:
1256:
1253:
1250:
1247:
1244:
1241:
1238:
1235:
1232:
1229:
1226:
1222:
1219:
1216:
1213:
1210:
1207:
1204:
1201:
1198:
1194:
1190:
1187:
1183:
1180:
1176:
1173:
1170:
1167:
1164:
1161:
1158:
1155:
1152:
1149:
1146:
1143:
1140:
1137:
1134:
1131:
1128:
1125:
1122:
1119:
1116:
1113:
1110:
1107:
1104:
1084:
1064:
1061:
1058:
1055:
1052:
1049:
1045:
1025:
1005:
1002:
999:
996:
976:
973:
970:
967:
964:
961:
941:
921:
899:
896:
892:
889:
882:
879:
876:
873:
868:
865:
862:
859:
856:
853:
847:
844:
841:
838:
835:
832:
829:
826:
823:
820:
817:
814:
811:
808:
805:
802:
799:
711:improper prior
676:Jeffreys prior
667:Bayes' theorem
650:
647:
644:
624:
621:
618:
520:
517:
513:regularization
503:
500:
482:
479:
467:expected value
454:
451:
443:
442:
428:
391:regularization
318:
317:
315:
314:
307:
300:
292:
289:
288:
287:
286:
271:
270:
269:
268:
263:
258:
250:
249:
245:
244:
243:
242:
237:
229:
228:
224:
223:
222:
221:
216:
211:
203:
202:
198:
197:
196:
195:
190:
185:
180:
175:
167:
166:
162:
161:
160:
159:
154:
149:
144:
136:
135:
134:Model building
131:
130:
129:
128:
123:
118:
113:
108:
103:
98:
93:
91:Bayes' theorem
88:
83:
75:
74:
70:
69:
51:
50:
42:
41:
35:
34:
26:
24:
14:
13:
10:
9:
6:
4:
3:
2:
7445:
7434:
7431:
7429:
7426:
7425:
7423:
7413:
7410:
7409:
7405:
7393:on 2011-06-09
7389:
7385:
7381:
7377:
7373:
7366:
7361:
7357:
7351:
7347:
7346:
7341:
7337:
7333:
7329:
7325:
7321:
7317:
7313:
7308:
7303:
7299:
7295:
7291:
7287:
7283:
7279:
7275:
7271:
7267:
7263:
7259:
7254:
7250:
7246:
7242:
7238:
7233:
7228:
7224:
7220:
7219:
7214:
7209:
7205:
7201:
7197:
7191:
7187:
7182:
7178:
7174:
7170:
7164:
7160:
7156:
7151:
7147:
7145:0-19-877313-7
7141:
7137:
7132:
7131:
7127:
7119:
7112:
7109:
7104:
7097:
7094:
7089:
7083:
7079:
7075:
7071:
7064:
7061:
7056:
7054:9781439894798
7050:
7046:
7039:
7036:
7031:
7027:
7023:
7019:
7012:
7009:
7003:
7000:
6995:
6991:
6986:
6981:
6977:
6973:
6968:
6963:
6959:
6955:
6951:
6944:
6941:
6936:
6932:
6928:
6924:
6920:
6916:
6913:(1): 202–18.
6912:
6908:
6901:
6898:
6893:
6887:
6883:
6876:
6873:
6869:
6865:
6861:
6857:
6853:
6849:
6845:
6839:
6836:
6831:
6827:
6823:
6819:
6812:
6808:
6802:
6800:
6796:
6791:
6789:0-444-88422-X
6785:
6781:
6774:
6771:
6766:
6760:
6756:
6749:
6746:
6741:
6737:
6732:
6727:
6723:
6719:
6715:
6711:
6704:
6701:
6696:
6692:
6688:
6684:
6679:
6674:
6670:
6666:
6659:
6656:
6650:
6645:
6640:
6635:
6631:
6627:
6623:
6616:
6613:
6608:
6604:
6600:
6596:
6589:
6586:
6581:
6579:0-471-98165-6
6575:
6571:
6567:
6561:
6559:
6555:
6549:
6544:
6540:
6536:
6529:
6526:
6521:
6517:
6512:
6507:
6503:
6499:
6495:
6488:
6485:
6480:
6478:0-8247-9334-X
6474:
6470:
6466:
6460:
6457:
6452:
6450:0-387-94296-3
6446:
6442:
6438:
6432:
6429:
6423:
6419:
6416:
6414:
6411:
6409:
6406:
6404:
6401:
6400:
6396:
6394:
6380:
6347:
6331:
6323:
6311:
6306:
6294:
6291:
6283:
6279:
6275:
6270:
6266:
6261:
6258:
6255:
6249:
6246:
6239:
6235:
6231:
6208:
6186:
6182:
6161:
6139:
6135:
6114:
6109:
6105:
6099:
6095:
6091:
6086:
6082:
6059:
6055:
6034:
6012:
6008:
5985:
5982:
5977:
5973:
5952:
5946:
5941:
5938:
5933:
5929:
5925:
5922:
5912:
5909:
5906:
5901:
5898:
5893:
5889:
5885:
5882:
5874:
5856:
5852:
5829:
5825:
5802:
5798:
5792:
5788:
5782:
5774:
5771:
5749:
5745:
5722:
5718:
5712:
5704:
5701:
5681:
5675:
5672:
5667:
5664:
5660:
5651:
5647:
5643:
5638:
5634:
5626:
5621:
5616:
5611:
5608:
5603:
5599:
5594:
5588:
5585:
5580:
5577:
5573:
5564:
5560:
5556:
5551:
5547:
5539:
5534:
5529:
5524:
5521:
5516:
5512:
5503:
5499:
5483:
5476:
5468:
5450:
5447:
5442:
5438:
5434:
5409:
5405:
5400:
5396:
5393:
5390:
5368:
5364:
5355:
5353:
5337:
5334:
5331:
5308:
5304:
5300:
5297:
5294:
5271:
5250:
5247:
5244:
5238:
5235:
5232:
5229:
5223:
5180:
5175:
5171:
5167:
5160:
5156:
5151:
5146:
5142:
5138:
5132:
5129:
5126:
5120:
5117:
5114:
5111:
5102:
5094:
5090:
5083:
5080:
5077:
5074:
5066:
5061:
5057:
5053:
5047:
5039:
5035:
5031:
5026:
5023:
4997:
4994:
4990:
4984:
4980:
4976:
4969:
4965:
4962:
4957:
4953:
4949:
4945:
4941:
4938:
4918:
4912:
4907:
4903:
4899:
4892:
4888:
4881:
4878:
4875:
4869:
4863:
4858:
4854:
4831:
4827:
4822:
4818:
4815:
4812:
4807:
4803:
4799:
4779:
4775:
4771:
4765:
4742:
4736:
4724:
4721:
4705:
4702:
4699:
4696:
4691:
4686:
4681:
4661:
4641:
4638:
4635:
4632:
4612:
4602:
4601:
4600:
4586:
4583:
4563:
4560:
4557:
4554:
4551:
4546:
4542:
4538:
4533:
4529:
4525:
4522:
4519:
4516:
4513:
4508:
4504:
4500:
4497:
4494:
4491:
4488:
4485:
4482:
4479:
4476:
4473:
4470:
4467:
4464:
4459:
4456:
4453:
4448:
4444:
4438:
4435:
4432:
4429:
4424:
4420:
4399:
4379:
4359:
4356:
4353:
4350:
4347:
4344:
4341:
4338:
4335:
4332:
4329:
4326:
4321:
4318:
4315:
4308:
4305:
4302:
4297:
4294:
4289:
4285:
4281:
4276:
4272:
4268:
4265:
4245:
4220:
4216:
4212:
4207:
4203:
4179:
4175:
4168:
4165:
4160:
4156:
4149:
4144:
4140:
4134:
4129:
4124:
4120:
4115:
4108:
4105:
4101:
4096:
4093:
4073:
4070:
4067:
4047:
4027:
4024:
4021:
4012:
4009:
4008:
4006:
4000:
3998:
3996:
3980:
3960:
3952:
3936:
3916:
3912:
3893:
3887:
3876:
3873:
3867:
3858:
3846:
3841:
3818:
3809:
3795:
3775:
3755:
3751:
3732:
3729:
3723:
3717:
3711:
3705:
3699:
3693:
3688:
3682:
3673:
3662:
3646:
3643:
3640:
3637:
3631:
3620:
3602:
3598:
3593:
3589:
3586:
3581:
3577:
3573:
3570:
3567:
3547:
3542:
3530:
3525:
3521:
3517:
3514:
3511:
3508:
3505:
3502:
3499:
3476:
3473:
3470:
3467:
3464:
3441:
3438:
3435:
3432:
3429:
3409:
3403:
3399:
3395:
3392:
3389:
3383:
3380:
3374:
3370:
3366:
3363:
3360:
3354:
3351:
3345:
3341:
3337:
3334:
3331:
3325:
3322:
3319:
3316:
3294:
3290:
3286:
3283:
3263:
3260:
3256:
3250:
3238:
3235:
3213:
3209:
3204:
3200:
3192:
3188:
3184:
3181:
3178:
3158:
3138:
3134:
3130:
3124:
3104:
3084:
3064:
3041:
3021:
2998:
2978:
2972:
2946:
2942:
2919:
2915:
2894:
2885:
2883:
2879:
2871:
2869:
2867:
2859:
2855:
2851:
2848:
2844:
2840:
2836:
2832:
2829:
2825:
2824:
2823:
2817:
2815:
2814:for details.
2813:
2809:
2804:
2801:By contrast,
2799:
2797:
2796:Haldane prior
2793:
2789:
2785:
2781:
2777:
2773:
2768:
2765:
2761:
2757:
2753:
2749:
2744:
2740:
2736:
2731:
2727:
2723:
2707:
2695:
2691:
2684:
2676:
2672:
2668:
2665:
2659:
2654:
2650:
2639:
2635:
2628:
2620:
2616:
2612:
2609:
2603:
2597:
2591:
2588:
2583:
2579:
2572:
2550:
2546:
2542:
2539:
2536:
2531:
2527:
2523:
2518:
2514:
2501:
2499:
2497:
2493:
2489:
2488:decision rule
2485:
2481:
2477:
2471:
2469:
2465:
2460:
2458:
2454:
2450:
2446:
2442:
2432:
2430:
2424:
2422:
2418:
2414:
2410:
2406:
2402:
2401:coding theory
2398:
2393:
2391:
2386:
2382:
2369:
2366:
2361:
2352:
2346:
2343:
2335:
2329:
2323:
2319:
2316:
2310:
2304:
2301:
2298:
2295:
2292:
2289:
2269:
2246:
2240:
2220:
2200:
2197:
2177:
2174:
2154:
2134:
2131:
2121:
2115:
2109:
2106:
2100:
2094:
2091:
2087:
2083:
2072:
2068:
2061:
2058:
2053:
2049:
2045:
2042:
2039:
2036:
2033:
2030:
2010:
1990:
1987:
1967:
1938:
1934:
1927:
1924:
1919:
1916:
1913:
1906:
1903:
1900:
1897:
1877:
1857:
1854:
1851:
1848:
1828:
1808:
1788:
1780:
1764:
1744:
1724:
1704:
1695:
1679:
1673:
1669:
1666:
1663:
1656:
1653:
1650:
1644:
1638:
1632:
1629:
1626:
1623:
1620:
1617:
1597:
1594:
1591:
1581:
1575:
1569:
1566:
1560:
1554:
1551:
1548:
1545:
1539:
1533:
1524:
1511:
1508:
1498:
1492:
1486:
1483:
1477:
1471:
1468:
1464:
1460:
1457:
1453:
1450:
1440:
1437:
1434:
1428:
1422:
1419:
1413:
1410:
1407:
1401:
1398:
1392:
1386:
1383:
1380:
1377:
1374:
1367:, so we have
1351:
1345:
1322:
1319:
1316:
1310:
1290:
1281:
1268:
1265:
1261:
1258:
1251:
1248:
1245:
1239:
1233:
1227:
1224:
1214:
1208:
1202:
1199:
1196:
1192:
1188:
1185:
1181:
1178:
1168:
1165:
1162:
1156:
1150:
1147:
1141:
1138:
1135:
1129:
1126:
1120:
1114:
1111:
1108:
1105:
1102:
1082:
1056:
1050:
1043:
1023:
1000:
994:
971:
968:
965:
959:
939:
919:
910:
897:
894:
890:
887:
877:
871:
863:
860:
857:
851:
845:
842:
836:
833:
830:
824:
821:
815:
809:
806:
803:
800:
797:
789:
785:
781:
777:
773:
769:
765:
761:
756:
754:
753:
748:
744:
739:
735:
731:
726:
724:
720:
716:
712:
708:
704:
699:
695:
691:
686:
684:
680:
677:
673:
668:
664:
648:
645:
642:
622:
619:
616:
608:
604:
601:
600:Haldane prior
595:
593:
589:
585:
581:
577:
573:
569:
568:uniform prior
563:
561:
557:
552:
550:
544:
542:
538:
534:
533:diffuse prior
530:
526:
525:uninformative
518:
516:
514:
509:
501:
499:
497:
493:
488:
480:
478:
474:
472:
468:
464:
460:
452:
450:
448:
440:
436:
432:
429:
426:
423:
422:
421:
419:
415:
411:
407:
403:
398:
396:
392:
388:
384:
380:
375:
373:
369:
365:
361:
357:
353:
348:
346:
342:
338:
333:
329:
325:
313:
308:
306:
301:
299:
294:
293:
291:
290:
285:
280:
275:
274:
273:
272:
267:
264:
262:
259:
257:
254:
253:
252:
251:
246:
241:
238:
236:
233:
232:
231:
230:
225:
220:
217:
215:
212:
210:
207:
206:
205:
204:
199:
194:
191:
189:
186:
184:
181:
179:
176:
174:
171:
170:
169:
168:
163:
158:
155:
153:
150:
148:
145:
143:
140:
139:
138:
137:
132:
127:
124:
122:
119:
117:
114:
112:
109:
107:
106:Cox's theorem
104:
102:
99:
97:
94:
92:
89:
87:
84:
82:
79:
78:
77:
76:
71:
68:
64:
60:
56:
53:
52:
48:
44:
43:
40:
36:
32:
31:
19:
7395:. Retrieved
7388:the original
7375:
7371:
7344:
7297:
7293:
7261:
7257:
7222:
7216:
7185:
7158:
7135:
7117:
7111:
7102:
7096:
7069:
7063:
7044:
7038:
7021:
7017:
7011:
7002:
6960:(S14): 552.
6957:
6953:
6943:
6910:
6906:
6900:
6884:. Springer.
6881:
6875:
6838:
6821:
6817:
6809:(Sep 1968).
6779:
6773:
6754:
6748:
6713:
6709:
6703:
6668:
6664:
6658:
6629:
6625:
6615:
6598:
6594:
6588:
6569:
6538:
6528:
6511:11336/183197
6493:
6487:
6468:
6459:
6440:
6431:
6418:Strong prior
5472:
5013:one obtains
4725:
4722:
4040:(this means
4013:
4010:
4004:
3994:
3810:
2886:
2875:
2863:
2842:
2838:
2821:
2800:
2791:
2787:
2783:
2779:
2775:
2769:
2763:
2759:
2755:
2751:
2742:
2738:
2734:
2729:
2725:
2721:
2505:
2475:
2472:
2466:are used in
2461:
2456:
2452:
2448:
2436:
2433:
2425:
2420:
2394:
2387:
2383:
1696:
1525:
1282:
911:
787:
783:
779:
775:
771:
757:
750:
742:
727:
723:affine group
718:
714:
706:
693:
690:Haar measure
687:
682:
678:
606:
602:
596:
591:
587:
583:
579:
575:
571:
567:
564:
553:
545:
540:
536:
532:
528:
524:
522:
507:
505:
487:strong prior
486:
484:
481:Strong prior
475:
458:
456:
446:
444:
438:
434:
430:
424:
413:
399:
382:
378:
376:
349:
327:
323:
321:
256:Bayes factor
62:
6671:(1): 1–28.
6601:: 379–391.
2991:divided by
2506:Let events
2480:frequentist
2411:(so-called
2397:information
441:parameters.
366:of a given
356:Bayes' rule
7422:Categories
7397:2010-07-02
7249:0865.62004
7128:References
6639:1707.01694
5352:degeneracy
5321:, and (b)
2492:admissible
2403:(see e.g.
987:and prior
696:carries a
406:hyperprior
201:Estimators
73:Background
59:Likelihood
7307:0904.0156
6976:1471-2105
6740:234681651
6678:1403.4630
6520:244798734
6403:Base rate
6009:ϵ
5950:∞
5947:≤
5926:≤
5907:≤
5886:≤
5853:ϵ
5799:ϵ
5779:Σ
5746:ϵ
5709:Σ
5673:−
5648:ϵ
5644:−
5635:ϵ
5561:ϵ
5557:−
5548:ϵ
5435:∝
5432:Σ
5394:∝
5332:∝
5329:Σ
5309:ν
5295:∝
5292:Ω
5272:ν
5224:∝
5221:Σ
5201:Ω
5143:π
5058:π
4904:π
4804:π
4769:Δ
4763:Δ
4740:Δ
4734:Δ
4687:π
4613:∝
4610:Ω
4561:ϕ
4555:θ
4547:ϕ
4534:θ
4523:∮
4505:π
4495:ϕ
4489:θ
4483:θ
4480:
4471:π
4460:π
4454:θ
4445:∫
4439:π
4430:ϕ
4421:∫
4400:ϕ
4380:θ
4357:θ
4354:
4342:π
4333:θ
4330:
4298:π
4290:ϕ
4277:θ
4266:∮
4246:θ
4221:ϕ
4208:θ
4169:θ
4166:
4145:ϕ
4125:θ
4074:ϕ
4068:θ
4028:ϕ
4022:θ
3839:Σ
3727:Δ
3721:Δ
3718:∫
3703:Δ
3697:Δ
3694:∫
3686:Δ
3680:Δ
3671:Ω
3641:≥
3635:Δ
3629:Δ
3574:π
3393:π
3384:
3364:π
3355:
3335:π
3326:
3320:∝
3317:ψ
3236:ϵ
3198:Δ
3185:π
3128:Δ
3062:Δ
3019:Δ
2976:Δ
2970:Δ
2858:log scale
2669:∣
2651:∑
2613:∣
2589:∣
2540:…
2476:routinely
2320:
2302:∫
2299:−
2201:∗
2178:∗
2110:
2092:∫
2088:−
2073:∗
2046:
2040:−
1991:∗
1939:∗
1917:π
1907:
1852:π
1654:∣
1630:∫
1627:−
1570:
1552:∫
1549:−
1487:
1469:∫
1465:−
1438:∣
1423:
1411:∣
1399:∫
1384:∫
1249:∣
1225:∫
1203:
1197:∫
1193:−
1166:∣
1151:
1139:∣
1127:∫
1112:∫
969:∣
861:∣
846:
834:∣
822:∫
807:∫
586:) =
578:) =
337:parameter
101:Coherence
55:Posterior
7342:(2003).
6994:29297278
6935:10096507
6927:26355519
6695:88513041
6397:See also
4086:), i.e.
3951:S-matrix
2847:log-odds
2818:Examples
2484:Bayesian
539:, or an
471:variance
420:, then:
379:elicited
67:Evidence
7412:PriorDB
7332:3221355
7312:Bibcode
7278:0547240
7270:2985028
7241:1401831
7204:0804611
7177:2027492
7030:2984907
6985:5751802
6868:2332350
5918:whereas
4001:Example
2849:scale).
2782:,
1095:yields
7352:
7330:
7276:
7268:
7247:
7239:
7202:
7192:
7175:
7165:
7142:
7084:
7051:
7028:
6992:
6982:
6974:
6933:
6925:
6888:
6866:
6786:
6761:
6738:
6693:
6576:
6518:
6475:
6447:
6174:, and
6127:Since
3929:where
3422:where
2733:) and
2147:where
1960:where
1870:where
912:Here,
7391:(PDF)
7368:(PDF)
7328:S2CID
7302:arXiv
7266:JSTOR
7026:JSTOR
6931:S2CID
6864:JSTOR
6814:(PDF)
6736:S2CID
6691:S2CID
6673:arXiv
6634:arXiv
6516:S2CID
6424:Notes
5965:Thus
5383:with
2790:(for
2407:) or
531:, or
465:with
439:hyper
416:of a
328:prior
63:Prior
7350:ISBN
7190:ISBN
7163:ISBN
7140:ISBN
7082:ISBN
7049:ISBN
6990:PMID
6972:ISSN
6923:PMID
6886:ISBN
6784:ISBN
6759:ISBN
6574:ISBN
6473:ISBN
6445:ISBN
5500:and
4392:and
4192:The
3054:and
2841:=0,
2837:for
2826:The
635:and
529:flat
433:and
393:and
7380:doi
7320:doi
7245:Zbl
7227:doi
7074:doi
6980:PMC
6962:doi
6915:doi
6856:doi
6848:doi
6826:doi
6726:hdl
6718:doi
6683:doi
6644:doi
6603:doi
6599:617
6543:doi
6506:hdl
6498:doi
4599:is
4477:sin
4351:sin
4327:sin
4157:sin
3381:sin
3352:sin
3323:sin
2451:is
2399:or
2317:log
2107:log
2043:log
1904:log
1567:log
1484:log
1420:log
1200:log
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