An Inequality for Bayesian Bregman Risks with Applications in Directional Estimation

Document Type

Conference Proceeding

Publication Date

1-1-2021

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.

Identifier

85122898977 (Scopus)

Publication Title

IEEE International Conference on Multisensor Fusion and Integration for Intelligent Systems

External Full Text Location

https://doi.org/10.1109/MFI52462.2021.9591193

Grant

CCF-1908308

Fund Ref

National Science Foundation

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