A Lower Bound on the Bayesian MSE Based on the Optimal Bias Function

A lower bound on the minimum mean-squared error (MSE) in a Bayesian estimation problem is proposed in this paper. This bound utilizes a well-known connection to the deterministic estimation setting. Using the prior distribution, the bias function which minimizes the Cram

• Type: Journal
• Year: 2008
• Where: CORR
• Authors: Zvika Ben-Haim, Yonina C. Eldar
• Keywords: Arbitrary Probability Distribution, Bayesian Estimation Problem, CORR 2008, Education, Lower Bound