| Paper ID | D2-S4-T3.2 |
| Paper Title |
Lower-bounds on the Bayesian Risk in estimation procedures via Sibson's $\alpha$-Mutual Information |
| Authors |
Amedeo Roberto Esposito, Michael Christoph Gastpar, EPFL, Switzerland |
| Session |
D2-S4-T3: IT Bounds on Estimation |
| Chaired Session: |
Tuesday, 13 July, 23:00 - 23:20 |
| Engagement Session: |
Tuesday, 13 July, 23:20 - 23:40 |
| Abstract |
In this work, we consider the problem of parameter estimation in a Bayesian setting. We propose a new approach to \emph{lower-bounding} the Bayesian risk, based on Sibson's $\alpha$-Mutual Information. The results are then applied to specific settings of interest. As an example, we provide a lower-bound on the risk of the so-called ``Hide-and-Seek'' problem. Generalisations of the results and alternative directions are also briefly presented.
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