Information inequalities for the Bayes risk
DOI10.1214/AOS/1176347867zbMATH Open0722.62003OpenAlexW2044054651MaRDI QIDQ756309FDOQ756309
Authors: Lawrence Brown, L. Gajek 
Publication date: 1990
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347867
Recommendations
exponential familylower boundsBayes riskaccuracyinformation inequalityexamplesscaled quadratic lossCramér-Rao inequality
Point estimation (62F10) Bayesian inference (62F15) Inequalities; stochastic orderings (60E15) Bayesian problems; characterization of Bayes procedures (62C10) Statistical decision theory (62C99)
Cited In (37)
- A conversation with Larry Brown
- The Vincze Inequality for the Bayes Risk
- A lower bound for the bayes risk in the sequential case
- Lower bounds on the bayes risk eor statistical prediction problems
- Title not available (Why is that?)
- Title not available (Why is that?)
- Strong data-processing inequalities for channels and Bayesian networks
- Nonexponential Applications of a Global Cramèr-Rao Inequality
- A van Trees inequality for estimators on manifolds
- Increasing Risk and Increasing Informativeness: Equivalence Theorems
- Stimulus reference frame and neural coding precision
- On Information Inequalities in the Parametric Estimation
- Bhattacharyya-type information inequality for the Bayes risk
- Information-theoretic upper and lower bounds for statistical estimation
- Lower bounds on Bayes risks for estimating a normal variance: With applications
- An Integral Bhattacharyya Type Bound for the Bayes Risk
- Cramér--Rao bounds for posterior variances
- The heat equation and Stein's identity: connections, applications
- On the attainment of a lower bound for the bates risk in estimating a parametric function
- Title not available (Why is that?)
- Information and the dispersion of posterior expectations
- Asymptotic comparison of some Bayesian information bounds
- Attainments of the Bayesian information bounds
- Information inequality bounds on the minimax risk (with an application to nonparametric regression)
- On Bayes risk lower bounds
- Information inequalities for the Bayes risk of predictors
- Cramér-Rao type integral inequalities for general loss functions
- Three strings of inequalities among six Bayes estimators
- Information inequalities for the Bayes risk for a family of non-regular distributions
- Superefficiency in nonparametric function estimation
- An information inequality for the Bayes risk in a family of uniform distribution
- Information-theoretic asymptotics of Bayes methods
- Lower bounds for the bayes risk In estimating a mixing parameter
- A note on a mixing problem and the Schützenberger inequality
- Woodroofe's one-armed bandit problem revisited
- Larry Brown's contributions to parametric inference, decision theory and foundations: a survey
- Ridge regression and asymptotic minimax estimation over spheres of growing dimension
This page was built for publication: Information inequalities for the Bayes risk
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q756309)
