• DocumentCode
    1553321
  • Title

    Bayes Risk Error is a Bregman Divergence

  • Author

    Varshney, Kush R.

  • Author_Institution
    Bus. Analytics & Math. Sci. Dept., IBM T. J. Watson Res. Center, Yorktown Heights, NY, USA
  • Volume
    59
  • Issue
    9
  • fYear
    2011
  • Firstpage
    4470
  • Lastpage
    4472
  • Abstract
    In previous work reported in these Transactions, we proposed a new distortion measure for the quantization of prior probabilities that are used in the threshold of likelihood ratio test detection: Bayes risk error. In this correspondence, we show that the Bayes risk error is a member of the class of Bregman divergences and discuss the implications of this fact.
  • Keywords
    Bayes methods; probability; quantisation (signal); signal detection; Bayes risk error; Bregman divergence; distortion measurement; likelihood ratio test detection threshold; probability quantization; Bayesian methods; Context; Distortion measurement; Humans; Quantization; Signal detection; Testing; Bayesian hypothesis testing; Bregman divergence; quantization; signal detection;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/TSP.2011.2159500
  • Filename
    5875907
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1553321