Improvement of Bobrovsky–Mayor–Wolf–Zakai Bound

Abstract

This paper presents a difference-type lower bound for the Bayes risk as a difference-type extension of the Borovkov–Sakhanenko bound. The resulting bound asymptotically improves the Bobrovsky–Mayor–Wolf–Zakai bound which is difference-type extension of the Van Trees bound. Some examples are also given.

Keywords

• Bayes risk
• Bobrovsky–Mayor–Wolf–Zakai bound
• Van Trees bound
• Borovkov–Sakhanenko bounds
• Laplace approximation