Lower-bounds on the Bayesian Risk in estimation procedures via Sibson's alpha-Mutual Information
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.
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Esposito, A. R., & Gastpar, M. (2021). Lower-bounds on the Bayesian Risk in estimation procedures via Sibson’s alpha-Mutual Information. 2021 Ieee International Symposium on Information Theory (Isit), IEEE International Symposium on Information Theory, 748–753. https://doi.org/10.1109/ISIT45174.2021.9517954
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WOS:000701502200127
2021-01-01
New York
978-1-5386-8209-8
IEEE International Symposium on Information Theory
748
753
REVIEWED
EPFL
| Event name | Event place | Event date |
ELECTR NETWORK | Jul 12-20, 2021 | |