Improvement of Bobrovsky–Mayor–Wolf–Zakai Bound
This paper presents a difference-type lower bound for the Bayes risk as a difference-type extension of the Borovkov–Sakhanenko bound. The resulting bound asymptotically improves the Bobrovsky–Mayor–Wolf–Zakai bound which is difference-type extension of the Van Trees bound. Some examples are also giv...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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MDPI AG
2021-01-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/23/2/161 |
| _version_ | 1797406232383848448 |
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| author | Ken-ichi Koike Shintaro Hashimoto |
| author_facet | Ken-ichi Koike Shintaro Hashimoto |
| author_sort | Ken-ichi Koike |
| collection | DOAJ |
| description | This paper presents a difference-type lower bound for the Bayes risk as a difference-type extension of the Borovkov–Sakhanenko bound. The resulting bound asymptotically improves the Bobrovsky–Mayor–Wolf–Zakai bound which is difference-type extension of the Van Trees bound. Some examples are also given. |
| first_indexed | 2024-03-09T03:22:24Z |
| format | Article |
| id | doaj.art-57570cb7c86d4d2a9e331977a8fdf117 |
| institution | Directory Open Access Journal |
| issn | 1099-4300 |
| language | English |
| last_indexed | 2024-03-09T03:22:24Z |
| publishDate | 2021-01-01 |
| publisher | MDPI AG |
| record_format | Article |
| series | Entropy |
| spelling | doaj.art-57570cb7c86d4d2a9e331977a8fdf1172023-12-03T15:06:37ZengMDPI AGEntropy1099-43002021-01-0123216110.3390/e23020161Improvement of Bobrovsky–Mayor–Wolf–Zakai BoundKen-ichi Koike0Shintaro Hashimoto1College of Commerce, Nihon University, Tokyo 157-8570, JapanDepartment of Mathematics, Hiroshima University, Hiroshima 739-8521, JapanThis paper presents a difference-type lower bound for the Bayes risk as a difference-type extension of the Borovkov–Sakhanenko bound. The resulting bound asymptotically improves the Bobrovsky–Mayor–Wolf–Zakai bound which is difference-type extension of the Van Trees bound. Some examples are also given.https://www.mdpi.com/1099-4300/23/2/161Bayes riskBobrovsky–Mayor–Wolf–Zakai boundVan Trees boundBorovkov–Sakhanenko boundsLaplace approximation |
| spellingShingle | Ken-ichi Koike Shintaro Hashimoto Improvement of Bobrovsky–Mayor–Wolf–Zakai Bound Entropy Bayes risk Bobrovsky–Mayor–Wolf–Zakai bound Van Trees bound Borovkov–Sakhanenko bounds Laplace approximation |
| title | Improvement of Bobrovsky–Mayor–Wolf–Zakai Bound |
| title_full | Improvement of Bobrovsky–Mayor–Wolf–Zakai Bound |
| title_fullStr | Improvement of Bobrovsky–Mayor–Wolf–Zakai Bound |
| title_full_unstemmed | Improvement of Bobrovsky–Mayor–Wolf–Zakai Bound |
| title_short | Improvement of Bobrovsky–Mayor–Wolf–Zakai Bound |
| title_sort | improvement of bobrovsky mayor wolf zakai bound |
| topic | Bayes risk Bobrovsky–Mayor–Wolf–Zakai bound Van Trees bound Borovkov–Sakhanenko bounds Laplace approximation |
| url | https://www.mdpi.com/1099-4300/23/2/161 |
| work_keys_str_mv | AT kenichikoike improvementofbobrovskymayorwolfzakaibound AT shintarohashimoto improvementofbobrovskymayorwolfzakaibound |