Esposito, Amedeo RobertoGastpar, Michael2021-11-062021-11-062021-11-062021-01-0110.1109/ISIT45174.2021.9517954https://infoscience.epfl.ch/handle/20.500.14299/182721WOS:000701502200127In 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.Computer Science, Theory & MethodsEngineering, Electrical & ElectronicComputer ScienceEngineeringbayesian riskdistributed estimationsibson's alpha-mutual informationmaximal leakagetext::conference output::conference proceedings::conference paper