@inproceedings{6412c954bbc3459bbb2bcea945813dab,
title = "MMSE Bounds under Kullback-Leibler Divergence Constraints on the Joint Input-Output Distribution",
abstract = "This paper proposes new lower and upper bounds on the minimum mean squared error (MMSE). The key idea is to minimize/maximize the MMSE subject to the constraint that the joint distribution of the input-output statistics lies in a Kullback-Leibler divergence ball centered at some Gaussian distribution. The bounds are shown to hold for a larger family of distributions than the Cram{\'e}r-Rao bound and are shown to be sharper than the Cram{\'e}r-Rao bound in some regimes.",
author = "Michael Faus and Poor, {H. Vincent} and Alex Dytso",
note = "Funding Information: The work of M. Fau{\ss} was supported by the German Research Foundation (DFG) under Grant 424522268. The work of A. Dytso and H. V. Poor was supported by the U.S. National Science Foundation under Grant CCF-1908308. Publisher Copyright: {\textcopyright} 2020 IEEE.; 54th Asilomar Conference on Signals, Systems and Computers, ACSSC 2020 ; Conference date: 01-11-2020 Through 05-11-2020",
year = "2020",
month = nov,
day = "1",
doi = "10.1109/IEEECONF51394.2020.9443320",
language = "English (US)",
series = "Conference Record - Asilomar Conference on Signals, Systems and Computers",
publisher = "IEEE Computer Society",
pages = "1477--1478",
editor = "Matthews, {Michael B.}",
booktitle = "Conference Record of the 54th Asilomar Conference on Signals, Systems and Computers, ACSSC 2020",
address = "United States",
}