Corpus ID: 88515827

RKL: a general, invariant Bayes solution for Neyman-Scott

  title={RKL: a general, invariant Bayes solution for Neyman-Scott},
  author={M. Brand},
  journal={arXiv: Machine Learning},
  • M. Brand
  • Published 2017
  • Mathematics
  • arXiv: Machine Learning
Neyman-Scott is a classic example of an estimation problem with a partially-consistent posterior, for which standard estimation methods tend to produce inconsistent results. Past attempts to create consistent estimators for Neyman-Scott have led to ad-hoc solutions, to estimators that do not satisfy representation invariance, to restrictions over the choice of prior and more. We present a simple construction for a general-purpose Bayes estimator, invariant to representation, which satisfies… Expand


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