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Bayesian approach to a definition of random sequences with respect to parametric models

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1 Author(s)
Takahashi, H. ; Dept. of Math. & Comput. Sci., Tokyo Inst. of Technol., Japan

We introduce a universal Bayes test, which is a Bayesian version of Martin-Lof test. Then we define random sequences with respect to parametric models based on our universal Bayes test. We study relations between random samples and random parameters, and apply our results to a parameter estimation problem.

Published in:
Information Theory Workshop, 2005 IEEE

Date of Conference: 29 Aug.-1 Sept. 2005

Print ISBN:
0-7803-9480-1
INSPEC Accession Number:
8884905
Digital Object Identifier :
10.1109/ITW.2005.1531892
Product Type:
Conference Publications

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