Lower-bounds on the Bayesian Risk in Estimation Procedures via f-Divergences.
Adrien VandenbroucqueAmedeo Roberto EspositoMichael GastparPublished in: ISIT (2022)
Keyphrases
- lower bound
- upper bound
- bayesian estimation
- branch and bound
- objective function
- risk management
- bayesian networks
- branch and bound algorithm
- parameter estimation
- upper and lower bounds
- high risk
- markov random field prior
- closed form
- posterior probability
- decision making
- online learning
- estimation error
- estimation algorithm
- risk assessment
- lower and upper bounds
- worst case
- linear programming relaxation
- data swapping