DocumentCode
2622754
Title
Bounds on achievable convergence rates of parameter estimators via universal coding
Author
Merhav, Neri
Author_Institution
Dept. of Electr. Eng., Technion-Israel Inst. of Technol., Haifa, Israel
fYear
1994
fDate
27 Jun-1 Jul 1994
Firstpage
36
Abstract
Lower bounds on achievable convergence rates of parameter estimators towards the true parameter, are derived via universal coding considerations. It is shown that for a parametric class of sources, if there exists a universal lossless code whose redundancy decays sufficiently rapidly, then it induces a limitation on the fastest achievable convergence rate of any parameter estimator, at any value of the true parameter, with a possible exception of a vanishingly small subset of parameter values
Keywords
convergence of numerical methods; parameter estimation; source coding; code redundancy; convergence rates; lower bounds; parameter estimators; source coding; universal coding; universal lossless code; Bayesian methods; Convergence; Entropy; Estimation error; Estimation theory; Mean square error methods; Parameter estimation; Random variables; Redundancy; Yield estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Theory, 1994. Proceedings., 1994 IEEE International Symposium on
Conference_Location
Trondheim
Print_ISBN
0-7803-2015-8
Type
conf
DOI
10.1109/ISIT.1994.394935
Filename
394935
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