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   Message 823 of 1,954   
   Yaroslav Bulatov to All   
   Uniform bias reduction and maximum entro   
   01 Nov 05 13:46:19   
   
   From: yaroslavvb@gmail.com   
      
   Suppose we consider a nested sequence of probability models (manifolds   
   of probability measures over A) with increasing number of degrees of   
   freedom m_0, m_1, m_2, etc.   
      
   How could I pick such a sequence such that the worst asymptotic bias is   
   as low as possible? For instance, if I have 0 degrees of freedom, and   
   looking at discrete probability distributions and measure bias in terms   
   of KL divergence, then it can be shown (ie Grunwald's "Game theory,   
   maximum entropy..") that the maximum entropy distribution minimizes the   
   bound on the worst asymptotic bias.   
      
   Does anyone know of any literature that uses this "uniform bias   
   reduction" idea to come up with model hierarchies?   
      
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