Bhattacharyya-Type Information Inequality for the Bayes Risk

Autor:	Shintaro Hashimoto, Ken-ichi Koike
Rok vydání:	2015
Předmět:	Statistics and Probability Bayes' theorem Information inequality Statistics Applied mathematics Bhattacharyya distance Chapman–Robbins bound Type (model theory) Minimax Expression (mathematics) Mathematics
Zdroj:	Communications in Statistics - Theory and Methods. 44:5213-5224
ISSN:	1532-415X 0361-0926
Popis:	Lower bounds for the Bayes risk are obtained. The bounds improve the Brown-Gajek bound and the asymptotic expression is derived. As an application of the bound, lower bounds for the local minimax and Bayes prediction risk are also given.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::1fd11877b1fe5cda285960a3cffb836b https://doi.org/10.1080/03610926.2013.810265 Zobrazit plný text záznamu