A TIGHTER BAYESIAN CRAMER-RAO BOUND

Date

2019-01-01

Author

Bacharach, Lucien
Fritsche, Carsten
Orguner, Umut
Chaumette, Eric

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This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

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It has been shown lately that any "standard" Bayesian lower bound (BLB) on the mean squared error (MSE) of the Weiss-Weinstein family (WWF) admits a "tighter" form which upper bounds the "standard" form. Applied to the Bayesian Cramer-Rao bound (BCRB), this result suggests to redefine the concept of efficient estimator relatively to the tighter form of the BCRB, an update supported by a noteworthy example. This paper lays the foundation to revisit some Bayesian estimation problems where the BCRB is not tight in the asymptotic region.

Subject Keywords

Mean Squared Error, Minimum mean squared error, Bayesian cramer-rao bound, Bayesian lower bounds

URI

https://hdl.handle.net/11511/37423

DOI

https://doi.org/10.1109/icassp.2019.8683614

Conference Name

44th IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)

Collections

Department of Electrical and Electronics Engineering, Conference / Seminar

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Citation Formats

L. Bacharach, C. Fritsche, U. Orguner, and E. Chaumette, “A TIGHTER BAYESIAN CRAMER-RAO BOUND,” presented at the 44th IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), Brighton, England, 2019, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/37423.