Improvement of Bobrovsky–Mayor–Wolf–Zakai Bound

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...

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Bibliographic Details
Main Authors: Ken-ichi Koike, Shintaro Hashimoto
Format: Article
Language:English
Published: MDPI AG 2021-01-01
Series:Entropy
Subjects:
Bayes risk
Bobrovsky–Mayor–Wolf–Zakai bound
Van Trees bound
Borovkov–Sakhanenko bounds
Laplace approximation
Online Access:https://www.mdpi.com/1099-4300/23/2/161

Internet

https://www.mdpi.com/1099-4300/23/2/161

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