Constrained solutions in importance via robust statistics

DOI10.1109/18.75246zbMath0729.62029OpenAlexW2127587397MaRDI QIDQ3354911

Geoffrey C. Orsak, Behnaam Aazhang

Publication date: 1991

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.75246

zbMATH Keywords

robust statisticsBayes riskdistance measuresimportance sampling estimatorconstrained optimal solutionestimating expectations of functions of random vectorsleast favorable density functionoptimal density functionprobability of error in communication systemsunconstrained optimal solution

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

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