On Bayes risk lower bounds

Adityanand Guntuboyina (Berkeley)
Wednesday, February 3, 2016 - 10:00am
WIAS, Erhard-Schmidt-Saal, Mohrenstraße 39, 10117 Berlin

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 an application to admissibility. This is based on http://arxiv.org/abs/1410.0503 which is joint work with Xi Chen and Yuchen Zhang.