Multivariate Priors and the Linearity of Optimal Bayesian Estimators under Gaussian Noise

Leighton P. Barnes, Alex Dytso, Jingbo Liu, H. Vincent Poor

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Consider the task of estimating a random vector X from noisy observations Y=X+Z, where Z is a standard normal vector, under the Lp fidelity criterion. This work establishes that, for 1≤ p ≤ 2, the optimal Bayesian estimator is linear and positive definite if and only if the prior distribution on X is a (non-degenerate) multivariate Gaussian. Furthermore, for p > 2, it is demonstrated that there are infinitely many priors that can induce such an estimator.

Original languageEnglish (US)
Title of host publication2024 IEEE International Symposium on Information Theory, ISIT 2024 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages987-992
Number of pages6
ISBN (Electronic)9798350382846
DOIs
StatePublished - 2024
Event2024 IEEE International Symposium on Information Theory, ISIT 2024 - Athens, Greece
Duration: Jul 7 2024Jul 12 2024

Publication series

NameIEEE International Symposium on Information Theory - Proceedings
ISSN (Print)2157-8095

Conference

Conference2024 IEEE International Symposium on Information Theory, ISIT 2024
Country/TerritoryGreece
CityAthens
Period7/7/247/12/24

ASJC Scopus subject areas

  • Theoretical Computer Science
  • Information Systems
  • Modeling and Simulation
  • Applied Mathematics

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