Lower-bounds on the Bayesian Risk in estimation procedures via Sibson's $\alpha$-Mutual Information
Lower-bounds on the Bayesian Risk in estimation procedures via Sibson's $\alpha$-Mutual Information
复制标题
通过 Sibson 的 $alpha$-互信息估计过程中贝叶斯风险的下限
DOI：
10.1109/isit45174.2021.9517954
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发表时间：
2021
期刊：
影响因子：
--
通讯作者：
M. Gastpar
中科院分区：
文献类型：
--
作者：
A. Esposito;M. Gastpar
在这项工作中，我们考虑了贝叶斯环境下的参数估计问题。基于Sibson的$\α$-相互信息，我们提出了一种新的贝叶斯风险下界方法。然后将结果应用于感兴趣的特定设置。作为一个例子，我们提供了所谓的“捉迷藏”问题的风险下限。文中还简要介绍了结果的概括和可供选择的方向。
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.