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

Lucien Bacharach (1) , Alexandre Renaux (1) , Mohammed Nabil El Korso (2)

1 L2S - Laboratoire des signaux et systèmes
2 LEME - Laboratoire Energétique Mécanique Electromagnétisme

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.

Domaines: Traitement du signal et de l'image [eess.SP]

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⟩