An Inequality for Bayesian Bregman Risks with Applications in Directional Estimation

Michael Faub, Alex Dytso, H. Vincent Poor

Research output: Contribution to conferencePaperpeer-review

1 Scopus citations

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.

Original languageEnglish (US)
DOIs
StatePublished - 2021
Event2021 IEEE International Conference on Multisensor Fusion and Integration for Intelligent Systems, MFI 2021 - Karlsruhe, Germany
Duration: Sep 23 2021Sep 25 2021

Conference

Conference2021 IEEE International Conference on Multisensor Fusion and Integration for Intelligent Systems, MFI 2021
Country/TerritoryGermany
CityKarlsruhe
Period9/23/219/25/21

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Software
  • Computer Science Applications

Fingerprint

Dive into the research topics of 'An Inequality for Bayesian Bregman Risks with Applications in Directional Estimation'. Together they form a unique fingerprint.

Cite this