Lower-bounds on the Bayesian Risk in Estimation Procedures via f-Divergences.
Adrien VandenbroucqueAmedeo Roberto EspositoMichael GastparPublished in: CoRR (2022)
Keyphrases
- lower bound
- upper bound
- bayesian estimation
- objective function
- data swapping
- branch and bound
- estimation algorithm
- lower and upper bounds
- maximum likelihood
- risk management
- decision making
- branch and bound algorithm
- worst case
- upper and lower bounds
- vc dimension
- posterior probability
- exponential family
- markov random field prior
- risk factors
- risk assessment
- parameter estimation
- model selection
- linear programming
- data structure
- bayesian networks