Hellinger information as a local characteristic of parametric distribution families was first introduced in 2011. It is related to the much older concept of the Hellinger distance between two points in a parametric set. Under certain regularity condi...
In frequentist inference, minimizing the Hellinger distance between a kernel density estimate and a parametric family produces estimators that are both robust to outliers and statistically efficient when the parametric family contains the data-genera...
The present paper investigates the update of an empirical probability distribution with the results of a new set of observations. The update reproduces the new observations and interpolates using prior information. The optimal update is obtained by m...
Expert knowledge elicitation (EKE) aims at obtaining individual representations of experts’ beliefs and render them in the form of probability distributions or functions. In many cases the elicited distributions differ and the challenge in Bayesian i...