Title
An Inequality for Bayesian Bregman Risks With Applications in Directional Estimation
Abstract
An inequality connecting the Bayesian Bregman risk, the Kullback-Leibler divergence and distributions from the exponential family is derived. The inequality has applications in directional and robust estimation and can provide universal lower bounds on Bregman risks. Its usefulness is illustrated using the example of estimation in Poisson noise with a logarithmic cost function.
Year
DOI
Venue
2021
10.1109/MFI52462.2021.9591193
2021 IEEE International Conference on Multisensor Fusion and Integration for Intelligent Systems (MFI)
Keywords
DocType
ISBN
Conferences,Estimation,Cost function,Bayes methods,Intelligent systems
Conference
978-1-6654-4521-4
Citations 
PageRank 
References 
0
0.34
0
Authors
3
Name
Order
Citations
PageRank
Michael Fauss169.05
Alex Dytso24520.03
H. V. Poor3254111951.66