The Bayesian ABEL bound on the mean square ERROR

Alexandre Renaux, Philippe Forster, Pascal Larzabal, Christ Richmond

Research output: Chapter in Book/Report/Conference proceedingConference contribution

17 Citations (Scopus)

Abstract

This paper deals with lower bound on the Mean Square Error (MSE). In the Bayesian framework, we present a new bound which is derived from a constrained optimization problem. This bound is found to be tighter than the Bayesian Bhattacharyya bound, the Reuven-Messer bound, the Bobrovsky-Zakaï bound, and the Bayesian Cramér-Rao bound.

Original languageEnglish (US)
Title of host publication2006 IEEE International Conference on Acoustics, Speech, and Signal Processing - Proceedings
Volume3
StatePublished - Dec 1 2006
Externally publishedYes
Event2006 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2006 - Toulouse, France
Duration: May 14 2006May 19 2006

Other

Other2006 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2006
CountryFrance
CityToulouse
Period5/14/065/19/06

Fingerprint

Constrained optimization
Mean square error

ASJC Scopus subject areas

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

Cite this

Renaux, A., Forster, P., Larzabal, P., & Richmond, C. (2006). The Bayesian ABEL bound on the mean square ERROR. In 2006 IEEE International Conference on Acoustics, Speech, and Signal Processing - Proceedings (Vol. 3). [1660577]

The Bayesian ABEL bound on the mean square ERROR. / Renaux, Alexandre; Forster, Philippe; Larzabal, Pascal; Richmond, Christ.

2006 IEEE International Conference on Acoustics, Speech, and Signal Processing - Proceedings. Vol. 3 2006. 1660577.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Renaux, A, Forster, P, Larzabal, P & Richmond, C 2006, The Bayesian ABEL bound on the mean square ERROR. in 2006 IEEE International Conference on Acoustics, Speech, and Signal Processing - Proceedings. vol. 3, 1660577, 2006 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2006, Toulouse, France, 5/14/06.
Renaux A, Forster P, Larzabal P, Richmond C. The Bayesian ABEL bound on the mean square ERROR. In 2006 IEEE International Conference on Acoustics, Speech, and Signal Processing - Proceedings. Vol. 3. 2006. 1660577
Renaux, Alexandre ; Forster, Philippe ; Larzabal, Pascal ; Richmond, Christ. / The Bayesian ABEL bound on the mean square ERROR. 2006 IEEE International Conference on Acoustics, Speech, and Signal Processing - Proceedings. Vol. 3 2006.
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