Information-theoretic upper and lower bounds for statistical estimation

@article{Zhang2006InformationtheoreticUA,
  title={Information-theoretic upper and lower bounds for statistical estimation},
  author={Tong Zhang},
  journal={IEEE Transactions on Information Theory},
  year={2006},
  volume={52},
  pages={1307-1321}
}
In this paper, we establish upper and lower bounds for some statistical estimation problems through concise information-theoretic arguments. Our upper bound analysis is based on a simple yet general inequality which we call the information exponential inequality. We show that this inequality naturally leads to a general randomized estimation method, for which performance upper bounds can be obtained. The lower bounds, applicable for all statistical estimators, are obtained by original… CONTINUE READING
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