On a Global Objective Prior from Score Rules

This paper takes a novel look at the construction of objective prior distributions. In particular we use calculus of variation methods to minimise integrals of Langrangians. It is the Langrangian which therefore is the basic construct for the objective prior. This will be based on combinations of functions representing information for density functions. Another key idea is that we think about information contained in a density function (the prior) rather than thinking about the information a density holds for a parameter.

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