Tighter Bayes error bounds via generalized Bhattacharyya and Chernoff means

FrnkNlsn · x · 2026-10-09

Frank Nielsen published an arXiv paper extending the classic Bhattacharyya and Chernoff upper bounds on Bayes error using generalized weighted (quasi-arithmetic) means. The work restates Bayes risk via total variation distance on scaled distributions, introduces new statistical divergences and affinity coefficients, derives novel bounds for univariate Cauchy and multivariate t-distributions, and shows experimentally the new bounds are tighter.

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