Abstract This paper presents reference priors for non-regular model whose support depends on an unknown parameter. A multi-parameter family which includes both regular and non-regular structures is considered. The resulting priors are obtained by asymptotically maximizing the expected α -divergence between the prior and the corresponding posterior distribution. Some examples of reference priors for typical multi-parameter non-regular distributions such as the location-scale family of distributions and the truncated Weibull distribution are also given.

中文翻译：

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在存在干扰参数的情况下，通过 α-divergence 为某个非常规模型提供参考先验

摘要 本文提出了支持依赖于未知参数的非正则模型的参考先验。考虑包括规则和非规则结构的多参数族。通过渐近最大化先验分布和相应的后验分布之间的预期 α -散度，获得所得先验。还给出了典型多参数非正则分布（例如位置尺度分布族和截断威布尔分布）的参考先验示例。