Construct · 1 fields · 1 citations

van Trees inequality: a standalone construct

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Mathematical statistics

lower bound, of Bayesian type, on mean squared estimation error that combines the Fisher information in the data with the information carried by the prior.

In mathematical statistics, van Trees inequality refers to lower bound, of Bayesian type, on mean squared estimation error that combines the Fisher information in the data with the information carried by the prior. This meaning comes from Gill (1995) in Bernoulli.[1]

Unit
Recovery means
Measured by

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Nearby constructs

error4 fields · 8 citationsjingle · one word, four constructs estimation3 fields · 3 citationsjingle · one word, three constructs Fisher information3 fields · 3 citationsinvariant · one construct, three systems

References

Gill, R. D., & Levit, B. Y. (1995). Applications of the van Trees Inequality: A Bayesian Cramér-Rao Bound. Bernoulli, 1(1/2), 59. https://doi.org/10.2307/3318681

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