B1726
Title: Harmonicity of the right-invariant prior densities for group models with respect to the Fisher metric
Authors: Tomonari Sei - The University of Tokyo (Japan)
Fumiyasu Komaki - RIKEN CBS (Japan) [presenting]
Abstract: In Bayesian inference based on group models, many studies have highlighted that the performance of the right-invariant prior often outperforms the Jeffreys prior (also known as the left-invariant prior). Concurrently, it has been recognized that when the density function of a prior with respect to the Jeffreys prior has superharmonicity with respect to the Fisher metric, the Bayesian predictive density based on such a prior has good performance in an asymptotic sense. However, the relationship between these two approaches for refining the Jeffreys prior remains ambiguous in the statistical literature. This study seeks to clarify this relationship.
