Bayesian CR lower bound, information bound, local estimators, biased estimators

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maximum likelihood estimator, high-dimensional unstructured estimation, bowl-shaped loss

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two-point quantization of the estimation problem (LeCam’s method)

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two-point per dimension (coordinate) quantization of the estimation problem (Assouad's method)

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information-theoretic method to analyzing risk; model capacity, geometric interpretation

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Shannon's method, Fano's method

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structured high-dimensional estimation, denoising a sparse vector (lower bound)

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denoising a sparse vector (upper bound); thresholding schemes for sparse recovery

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linear regression and sparse recovery

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functional estimation (lower bounds)

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functional estimation (upper bounds)