6 ms·
The first statement may be referring to the Cramer-Rao bound: https://en.wikipedia.org/wiki/Cram%C3%A9r%E2%80%93Rao_bound https://en.wikipedia.org/wiki/Cram%C3
by mitmatt 5y ago
The first statement may be referring to the Cramer-Rao bound:
https://en.wikipedia.org/wiki/Cram%C3%A9r%E2%80%93Rao_bound https://en.wikipedia.org/wiki/Cram%C3%A9r%E2%80%93Rao_bound
But it only applies to estimation (like how well a population parameter can be estimated) in certain regimes, and not e.g. expected risk (like how well one can do at prediction), so I’m not sure how it would apply here.