@inproceedings{2daa390f4cf647c9b4c5ff7e66c77f6a,
title = "A Class of Lower Bounds for Bayesian Risk with a Bregman Loss",
abstract = "A general class of Bayesian lower bounds when the underlying loss function is a Bregman divergence is demonstrated. This class can be considered as an extension of the Weinstein-Weiss family of bounds for the mean squared error and relies on finding a variational characterization of Bayesian risk. The approach allows for the derivation of a version of the Cram{\'e}r-Rao bound that is specific to a given Bregman divergence. The effectiveness of the new bound is evaluated in the Poisson noise setting.",
author = "Alex Dytso and Michael Faus and Poor, {H. Vincent}",
note = "Funding Information: This work was supported by the U.S. National Science Foundation under Grant CCF-1908308. The work of M. Fau{\ss} was supported by the German Research Foundation (DFG) under grant number 424522268. A. Dytso, M. Fau{\ss}, and H. V. Poor are with the Department of Electrical Engineering, Princeton University, Princeton, NY 08544, USA. E-mail: adytso@prinction.edu, mfauss@princeton.edu, poor@princeton.edu. Publisher Copyright: {\textcopyright} 2020 IEEE.; 21st IEEE International Workshop on Signal Processing Advances in Wireless Communications, SPAWC 2020 ; Conference date: 26-05-2020 Through 29-05-2020",
year = "2020",
month = may,
doi = "10.1109/SPAWC48557.2020.9154314",
language = "English (US)",
series = "IEEE Workshop on Signal Processing Advances in Wireless Communications, SPAWC",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
booktitle = "2020 IEEE 21st International Workshop on Signal Processing Advances in Wireless Communications, SPAWC 2020",
address = "United States",
}