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Browse Journals & Magazines > Information Theory, IEEE Tran ...> Volume:39 Issue:4 Help

Bounds on the Bayes and minimax risk for signal parameter estimation

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2 Author(s)
Brown, L.D. ; Dept. of Math., Cornell Univ., Ithaca, NY, USA ; Liu, R.C.

In estimating the parameter θ from a parametrized signal problem (with 0⩽θ⩽L) observed through Gaussian white noise, four useful and computable lower bounds for the Bayes risk are developed. For problems with different L and different signal to noise ratios, some bounds are superior to others. The lower bound obtained from taking the maximum of the four, serves not only as a good lower bound for the Bayes risk but also as a good lower bound for the minimax risks. Threshold behavior of the Bayes risk is also evident, as is shown in the lower bound

Published in:
Information Theory, IEEE Transactions on  (Volume:39 ,  Issue: 4 )

Date of Publication: Jul 1993

Page(s):
1386 - 1394
ISSN :
0018-9448
INSPEC Accession Number:
4592687
Digital Object Identifier :
10.1109/18.243453
Date of Current Version :
06 August 2002
Issue Date :
Jul 1993
Sponsored by :
IEEE Information Theory Society

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