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 Fauss | 1 | 6 | 9.05 |
Alex Dytso | 2 | 45 | 20.03 |
H. V. Poor | 3 | 25411 | 1951.66 |