Title :
A new derivation of the bayesian bounds for parameter estimation
Author :
Renaux, Alexandre ; Forster, Philippe ; Larzabal, Pascal
Author_Institution :
ENS Cachan
Abstract :
This paper deals with minimal bounds in the Bayesian context. We express the minimum mean square error of the conditional mean estimator as the solution of a continuum constrained optimization problem and, by relaxing these constraints, we obtain the bounds of the Weiss-Weinstein family. Moreover, this method enables us to derive new bounds as the Bayesian version of the deterministic Abel bound
Keywords :
Bayes methods; least mean squares methods; parameter estimation; signal processing; Bayesian context; Weiss-Weinstein bound; conditional mean estimator; continuum constrained optimization problem; deterministic Abel bound; minimum mean square error; parameter estimation; signal processing; Bayesian methods; Constraint optimization; Contracts; Mean square error methods; Parameter estimation; Signal to noise ratio; Testing;
Conference_Titel :
Statistical Signal Processing, 2005 IEEE/SP 13th Workshop on
Conference_Location :
Novosibirsk
Print_ISBN :
0-7803-9403-8
DOI :
10.1109/SSP.2005.1628659
