Generalized Bayesian predictive density operators

Abstract

Recently the quantum Bayesian prediction problem was formulated by Tanaka and Komaki (2005). It is shown that Bayesian predictive density operators are the best predictive density operators when we evaluate them by using the averaged quantum relative entropy based on a prior distribution. In the present paper, we adopt the quantum alpha-divergence as a wider class of loss function. The generalized Bayesian predictive density operator is defined and shown to be best among all the estimates of the unknown density operator.