通用编码下参数估计器可实现收敛率的界

Proceedings of 1994 IEEE International Symposium on Information Theory Pub Date : 1994-07-01 DOI:10.1109/ISIT.1994.394935

N. Merhav

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引用次数: 1

摘要

参数估计器对真参数的可实现收敛率的下界，通过通用编码的考虑得到。结果表明，对于一类参数源，如果存在一个通用无损码，其冗余度衰减得足够快，那么它会导致任何参数估计量在真参数的任何值处的最快可实现收敛速率的限制，除了参数值的一个极小子集可能是例外。

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Bounds on achievable convergence rates of parameter estimators via universal coding

Lower bounds on achievable convergence rates of parameter estimators towards the true parameter, are derived via universal coding considerations. It is shown that for a parametric class of sources, if there exists a universal lossless code whose redundancy decays sufficiently rapidly, then it induces a limitation on the fastest achievable convergence rate of any parameter estimator, at any value of the true parameter, with a possible exception of a vanishingly small subset of parameter values.<>

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Proceedings of 1994 IEEE International Symposium on Information Theory

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