Minimax lower bounds for estimation

ثبت نشده
چکیده

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Information-theoretic lower bounds for distributed statistical estimation with communication constraints

We establish lower bounds on minimax risks for distributed statistical estimation under a communication budget. Such lower bounds reveal the minimum amount of communication required by any procedure to achieve the centralized minimax-optimal rates for statistical estimation. We study two classes of protocols: one in which machines send messages independently, and a second allowing for interacti...

متن کامل

Minimax Lower Bounds

Minimax Lower Bounds Adityanand Guntuboyina 2011 This thesis deals with lower bounds for the minimax risk in general decision-theoretic problems. Such bounds are useful for assessing the quality of decision rules. After providing a unified treatment of existing techniques, we prove new lower bounds which involve f -divergences, a general class of dissimilarity measures between probability measu...

متن کامل

Localized Upper and Lower Bounds for Some Estimation Problems

We derive upper and lower bounds for some statistical estimation problems. The upper bounds are established for the Gibbs algorithm. The lower bounds, applicable for all statistical estimators, match the obtained upper bounds for various problems. Moreover, our framework can be regarded as a natural generalization of the standard minimax framework, in that we allow the performance of the estima...

متن کامل

Lower bounds for volatility estimation in microstructure noise models∗

In this paper minimax lower bounds are derived for the estimation of the instantaneous volatility in three related high-frequency statistical models. These bounds are based on new upper bounds for the Kullback-Leibler divergence between two multivariate normal random variables along with a spectral analysis of the processes. A comparison with known upper bounds shows that these lower bounds are...

متن کامل

Truncated Linear Minimax Estimator of a Power of the Scale Parameter in a Lower- Bounded Parameter Space

 Minimax estimation problems with restricted parameter space reached increasing interest within the last two decades Some authors derived minimax and admissible estimators of bounded parameters under squared error loss and scale invariant squared error loss In some truncated estimation problems the most natural estimator to be considered is the truncated version of a classic...

متن کامل

On Bayes Risk Lower Bounds

This paper provides a general technique for lower bounding the Bayes risk of statistical estimation, applicable to arbitrary loss functions and arbitrary prior distributions. A lower bound on the Bayes risk not only serves as a lower bound on the minimax risk, but also characterizes the fundamental limit of any estimator given the prior knowledge. Our bounds are based on the notion of f -inform...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2014