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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Detalles Bibliográficos
Autores principales: Koike, Ken-ichi, Hashimoto, Shintaro
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7912606/
https://www.ncbi.nlm.nih.gov/pubmed/33525685
http://dx.doi.org/10.3390/e23020161
Descripción
Sumario: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.

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