Simultaneous predictive distributions for independent Poisson observables are investigated. A class of improper prior distributions for Poisson means is introduced. The Bayesian predictive distributions based on priors from the introduced class are shown to be admissible under the Kullback–Leibler loss. A Bayesian predictive distribution based on a prior in this class dominates the Bayesian predictive distribution based on the Jeffreys prior.
"Simultaneous prediction of independent Poisson observables." Ann. Statist. 32 (4) 1744 - 1769, August 2004. https://doi.org/10.1214/009053604000000445