On Bayes risk lower bounds

On Bayes risk lower bounds

Neyman Seminar
Sep 2, 2015, 04:00 PM - 05:00 PM | 1011 Evans Hall | Happening As Scheduled
Adityanand Guntuboyina, UC Berkeley
I will present a general technique for obtaining Bayes risk lower bounds for arbitrary priors in standard decision theoretic problems. The method leads to generalizations of a variety of classical minimax bounds. I will describe some applications to minimaxity and admissibility. This is based on joint work with Xi Chen and Yuchen Zhang.