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conference paper
Lower-bounds on the Bayesian Risk in estimation procedures via Sibson's alpha-Mutual Information
January 1, 2021
2021 Ieee International Symposium On Information Theory (Isit)
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.
Type
conference paper
Web of Science ID
WOS:000701502200127
Authors
Publication date
2021-01-01
Publisher
Published in
2021 Ieee International Symposium On Information Theory (Isit)
ISBN of the book
978-1-5386-8209-8
Publisher place
New York
Series title/Series vol.
IEEE International Symposium on Information Theory
Start page
748
End page
753
Peer reviewed
REVIEWED
EPFL units
Event name | Event place | Event date |
ELECTR NETWORK | Jul 12-20, 2021 | |
Available on Infoscience
November 6, 2021
Use this identifier to reference this record