Abstract

I present new lower and upper bounds on the minimum probability of error (MPE) in Bayesian multihypothesis testing that follow from an exact integral of a version of the statistical entropy of the posterior distribution, or equivocation. I also show that these bounds are exponentially tight and thus achievable in the asymptotic limit of many conditionally independent and identically distributed measurements. I then relate the minimum mean-squared error (MMSE) and the MPE by means of certain elementary error probability integrals. In the second half of the paper, I compare the MPE and MMSE for the problem of locating a single point source with subdiffractive uncertainty. The source-strength threshold needed to achieve a desired degree of source localization seems to be far more modest than the well established threshold for the different optical super-resolution problem of disambiguating two point sources with subdiffractive separation.

© 2012 Optical Society of America

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