Bounds on the Excess Minimum Risk via Generalized Information Divergence Measures

Bounds on the Excess Minimum Risk via Generalized Information Divergence Measures

Given finite-dimensional random vectors <i>Y</i>, <i>X</i>, and <i>Z</i> that form a Markov chain in that order (<inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi&g...

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Bibliographic Details
Main Authors: Ananya Omanwar, Fady Alajaji, Tamás Linder
Format: Article
Language:English
Published: MDPI AG 2025-07-01
Series:Entropy
Subjects:
statistical inference
excess minimum risk
sub-Gaussianity
information divergences
Rényi divergence
α-Jensen–Shannon divergence
Online Access:https://www.mdpi.com/1099-4300/27/7/727
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