Jeffreys' prior is asymptotically least favorable under entropy risk

Keyphrases

• Jeffreys Prior 100%
• Asymptotic Expression 33%
• Maximin 33%
• Parametric Family 33%
• Maximum Entropy Prior 33%
• Kullback-Leibler Distance 33%
• Finite-dimensional 33%
• Probabilistic Coding 33%
• Minimax Risk 33%
• Rigorous Proof 33%
• Identically Distributed Random Variables 33%
• Physical Significance 33%
• Maximin Value 33%

Mathematics

• Parameter Case 50%
• Leibler Distance 50%
• Physical Significance 50%
• Parametric Family 50%