Show simple item record

dc.contributor.authorGossner, Olivier
dc.contributor.authorTomala, Tristan
dc.date.accessioned2011-04-27T13:30:18Z
dc.date.available2011-04-27T13:30:18Z
dc.date.issued2008
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/6067
dc.language.isoenen
dc.subjectBayesian learningen
dc.subjectRepeated decision problemen
dc.subjectValue of informationen
dc.subjectEntropyen
dc.subject.ddc519en
dc.subject.classificationjelC11en
dc.titleEntropy Bounds on Bayesian Learningen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenAn observer of a process View the MathML source believes the process is governed by Q whereas the true law is P. We bound the expected average distance between P(xt|x1,…,xt−1) and Q(xt|x1,…,xt−1) for t=1,…,n by a function of the relative entropy between the marginals of P and Q on the n first realizations. We apply this bound to the cost of learning in sequential decision problems and to the merging of Q to P.en
dc.relation.isversionofjnlnameJournal of Mathematical Economics
dc.relation.isversionofjnlvol44en
dc.relation.isversionofjnlissue1en
dc.relation.isversionofjnldate2008
dc.relation.isversionofjnlpages24-32en
dc.relation.isversionofdoihttp://dx.doi.org/10.1016/j.jmateco.2007.04.006en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherElsevieren
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record