Jeffreys prior
Summary
The Jeffreys prior is a kind of uninformative prior defined in terms of Fisher information, and motivated in terms of transformation invariance.
Context
This concept has the prerequisites:
- Bayesian parameter estimation (The Jeffreys prior can be used in Bayesian parameter estimation.)
- uninformative priors (The Jeffreys prior is a kind of uninformative prior.)
- Fisher information (The Jeffreys prior is defined in terms of Fisher information.)
Core resources (we're sorry, we haven't finished tracking down resources for this concept yet)
Supplemental resources (the following are optional, but you may find them useful)
-Paid-
→ Machine Learning: a Probabilistic Perspective
A very comprehensive graudate-level machine learning textbook.
Location:
Section 5.4.2, pages 166-168
See also
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