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Conference Papers Year : 2018

Prior influence on Weiss-Weinstein bounds for multiple change-point estimation

Abstract

In this paper, we study the influence of the prior distribution on the Weiss-Weinstein bound (WWB) in the ubiquitous multiple change-point estimation problem. As by product, we derive a closed form expressions of the WWB for different commonly used prior. Numerical results reveal some insightful properties and corroborate the proposed theoretical analysis.
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Dates and versions

hal-01895291 , version 1 (15-10-2018)

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Lucien Bacharach, Alexandre Renaux, Mohammed Nabil El Korso. Prior influence on Weiss-Weinstein bounds for multiple change-point estimation. 26th European Signal Processing Conference (EUSIPCO 2018), Sep 2018, Rome, Italy. ⟨10.23919/eusipco.2018.8553250⟩. ⟨hal-01895291⟩
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