A representation theorem and applications to measure selection and noninformative priors

  • Authors:
  • Manfred Jaeger

  • Affiliations:
  • Institute for Computer Science, Aalborg University, Fredrik Bajers Vej 7E, DK-9220 Aalborg Ø, Denmark

  • Venue:
  • International Journal of Approximate Reasoning
  • Year:
  • 2005

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Abstract

We introduce a set of transformations on the set of all probability distributions over a finite state space, and show that these transformations are the only ones that preserve certain elementary probabilistic relationships. This result provides a new perspective on a variety of probabilistic inference problems in which invariance considerations play a role. Two particular applications we consider in this paper are the development of an equivariance-based approach to the problem of measure selection, and a new justification for Haldane's prior as the distribution that encodes prior ignorance about the parameter of a multinomial distribution.