liu.seSearch for publications in DiVA
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Some Inequalities Between Pairs of Marginal and Joint Bayesian Lower Bounds
University of Toulouse - ISAE-Supaero.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, Faculty of Science & Engineering.
Middle East Technical University, Turkey.
University of Toulouse - ISAE-Supaero.
2019 (English)In: Proc. of 22nd International Conference on Information Fusion (FUSION), 2019, p. 1-8Conference paper, Published paper (Refereed)
Abstract [en]

In this paper, tightness relations (or inequalities) between Bayesian lower bounds (BLBs) on the mean-squared-error are derived which result from the marginalization of a joint probability density function (pdf) depending on both parameters of interest and extraneous or nuisance parameters. In particular,it is shown that for a large class of BLBs, the BLB derived from the marginal pdf is at least as tight as the corresponding BLB derived from the joint pdf. A Bayesian linear regression example is used to illustrate the tightness relations

Place, publisher, year, edition, pages
2019. p. 1-8
Keywords [en]
Bayesian lower bounds, marginal probability density function, joint probability density function, Bayesian linear regression
National Category
Signal Processing
Identifiers
URN: urn:nbn:se:liu:diva-159989OAI: oai:DiVA.org:liu-159989DiVA, id: diva2:1347545
Conference
22nd International Conference on Information Fusion (FUSION), Ottawa, Canada, July 2-5, 2019
Funder
ELLIIT - The Linköping‐Lund Initiative on IT and Mobile CommunicationsAvailable from: 2019-08-31 Created: 2019-08-31 Last updated: 2019-09-04Bibliographically approved

Open Access in DiVA

No full text in DiVA

Authority records BETA

Fritsche, Carsten

Search in DiVA

By author/editor
Fritsche, Carsten
By organisation
Automatic ControlFaculty of Science & Engineering
Signal Processing

Search outside of DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric score

urn-nbn
Total: 2 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf