The asymptotics of posterior entropy and error probability for Bayesian estimation

DOI10.1109/18.476321zbMath0851.62006OpenAlexW2133738650MaRDI QIDQ4880318

Fumio Kanaya, T. S. Han

Publication date: 13 August 1996

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

Full work available at URL: https://doi.org/10.1109/18.476321

zbMATH Keywords

conditional entropyequivocationBayesian parameter estimationFano's inequalityChernoff informationamount of missing informationMAP error probabilitymaximum a posteriori probability estimatorposterior entropy

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15) Statistical aspects of information-theoretic topics (62B10)

Related Items (3)

Some properties of Rényi entropy and Rényi entropy rate ⋮ The Hammersley-Chapman-Robbins inequality for repeatedly monitored quantum system ⋮ Estimation in discrete parameter models

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