On a New Class of Bounds on Bayes Risk in Multihypothesis Pattern Recognition

  • Authors:
  • P. A. Devijver

  • Affiliations:
  • MBLE Research Laboratory

  • Venue:
  • IEEE Transactions on Computers
  • Year:
  • 1974

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Abstract

An important measure concerning the use of statistical decision schemes is the error probability associated with the decision rule. Several methods giving bounds on the error probability are presently available, but, most often, the bounds are loose. Those methods generally make use of so-cailed distances between statistical distributions. In this paper a new distance is proposed which permits tighter bounds to be set on the error probability of the Bayesian decision rule and which is shown to be closely related to several certainty or separability measures. Among these are the nearest neighbor error rate and the average conditional quadratic entropy of Vajda. Moreover, our distance bears much resemblance to the information theoretic concept of equivocation. This relationship is discussed. Comparison is made between the bounds on the Bayes risk obtained with the Bhattacharyya coefficient, the equivocation, and the new measure which we have named the Bayesian distance.