Publication

Lower-bounds on the Bayesian Risk in estimation procedures via Sibson's alpha-Mutual Information

Michael Christoph Gastpar, Amedeo Roberto Esposito
2021
Conference Papers

Abstract

In this work, we consider the problem of parameter estimation in a Bayesian setting. We propose a new approach to lower-bounding the Bayesian risk, based on Sibson's alpha-Mutual Information. The results are then applied to specific settings of interest. As an example, we provide a lower-bound on the risk of the so-called "Hide-and-Seek" problem. Generalisations of the results and alternative directions are also briefly presented.

Official source

https://infoscience.epfl.ch/entities/publication/62914832-7401-4d1a-b227-901fa3a61cb8

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Lower-bounds on the Bayesian Risk in estimation procedures via Sibson's alpha-Mutual Information

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