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From stable priors to maximum Bayesian evidence via a generalised rule of succession

Thesis (PhD)--Stellenbosch University, 2014.

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Main Author: De Kock, Michiel Burger
Other Authors: Eggers, H. C.
Format: Thesis
Language:en_ZA
Published: Stellenbosch : Stellenbosch University 2014
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access_status_str Open Access
author De Kock, Michiel Burger
author2 Eggers, H. C.
author_browse De Kock, Michiel Burger
Eggers, H. C.
author_facet Eggers, H. C.
De Kock, Michiel Burger
author_sort De Kock, Michiel Burger
collection Thesis
dc_rights_str_mv Stellenbosch University
description Thesis (PhD)--Stellenbosch University, 2014.
format Thesis
id oai:scholar.sun.ac.za:10019.1/86545
institution Stellenbosch University (South Africa)
language en_ZA
last_indexed 2026-06-10T12:46:56.603Z
license_str Other — see source repository
provenance_str_mv Harvested via OAI-PMH from SUNScholar — Stellenbosch University Repository
publishDate 2014
publishDateRange 2014
publishDateSort 2014
publisher Stellenbosch : Stellenbosch University
publisherStr Stellenbosch : Stellenbosch University
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source_str SUNScholar — Stellenbosch University Repository
spelling oai:scholar.sun.ac.za:10019.1/86545 From stable priors to maximum Bayesian evidence via a generalised rule of succession De Kock, Michiel Burger Eggers, H. C. Stellenbosch University. Faculty of Science. Dept. of Physics. Bayesian analysis Statistical physics Entropy UCTD Dissertations -- Physics Theses -- Physics Thesis (PhD)--Stellenbosch University, 2014. ENGLISH ABSTRACT: We investigate the procedure of assigning probabilities to logical statements. The simplest case is that of equilibrium statistical mechanics and its fundamental assumption of equally likely states. Rederiving the formulation led us to question the assumption of logical independence inherent to the construction and speci cally its inability to update probability when data becomes available. Consequently we replace the assumption of logical independence with De Finetti's concept of exchangeability. To use the corresponding representation theorems of De Finetti requires us to assign prior distributions for some general parameter spaces. We propose the use of stability properties to identify suitable prior distributions. The combination of exchangeable likelihoods and corresponding prior distributions results in more general evidence distribution assignments. These new evidence assignments generalise the Shannon entropy to other entropy measures. The goal of these entropy formulations is to provide a general framework for constructing models. AFRIKAANSE OPSOMMING: Ons ondersoek the prosedure om waarskynlikhede aan logiese stellings toe te ken. Die eenvoudigste geval is die van ewewig-statistiese meganika en die ooreenkomstige fundamentele aanname van ewekansige toestande. Hera eiding van die standaard formulering lei ons tot die bevraagtekening van die aanname van logiese onafhanklikheid en spesi ek die onmoontlikheid van opdatering van waarskynlikheid wanneer data beskikbaar raak. Gevolglik vervang ons die aanname van logiese onafhanklikheid met De Finetti se aanname van omruilbaarheid. Om die ooreenkomstige voorstelling stellings te gebruik moet ons a priori verdelings konstrueer vir 'n paar algemene parameter-ruimtes. Ons stel voor dat stabiliteits-eienskappe gebruik moet word om geskikte a priori distribusies te identi seer. Die kombinase van omruilbare aanneemlikheids funksies en die ooreenkomstige a priori verdelings lei ons tot nuwe toekennings van getuienis-verdelings. Hierdie nuwe getuienesverdelings is n veralgemening van Shannon se entropie na ander entropie-maatstawwe. Die doel van hierdie entropie formalismes is om 'n raamwerk vir modelkonstruksie te verskaf. Doctoral 2014-04-16T17:29:56Z 2014-04-16T17:29:56Z 2014-04 Thesis http://hdl.handle.net/10019.1/86545 en_ZA Stellenbosch University xi, 140 p. application/pdf Stellenbosch : Stellenbosch University
spellingShingle Bayesian analysis
Statistical physics
Entropy
UCTD
Dissertations -- Physics
Theses -- Physics
De Kock, Michiel Burger
From stable priors to maximum Bayesian evidence via a generalised rule of succession
title From stable priors to maximum Bayesian evidence via a generalised rule of succession
title_full From stable priors to maximum Bayesian evidence via a generalised rule of succession
title_fullStr From stable priors to maximum Bayesian evidence via a generalised rule of succession
title_full_unstemmed From stable priors to maximum Bayesian evidence via a generalised rule of succession
title_short From stable priors to maximum Bayesian evidence via a generalised rule of succession
title_sort from stable priors to maximum bayesian evidence via a generalised rule of succession
topic Bayesian analysis
Statistical physics
Entropy
UCTD
Dissertations -- Physics
Theses -- Physics
url http://hdl.handle.net/10019.1/86545
work_keys_str_mv AT dekockmichielburger fromstablepriorstomaximumbayesianevidenceviaageneralisedruleofsuccession