Related papers: The Cramer-Rao Bound for Sparse Estimation
In this work, we address the problem of estimating sparse communication channels in OFDM systems in the presence of carrier frequency offset (CFO) and unknown noise variance. To this end, we consider a convex optimization problem, including…
In this paper, we propose multi-input multi-output (MIMO) beamforming designs towards joint radar sensing and multi-user communications. We employ the Cram\'er-Rao bound (CRB) as a performance metric of target estimation, under both point…
In this paper, we analyze the impact of compressed sensing with complex random matrices on Fisher information and the Cram\'{e}r-Rao Bound (CRB) for estimating unknown parameters in the mean value function of a complex multivariate normal…
A field known as Compressive Sensing (CS) has recently emerged to help address the growing challenges of capturing and processing high-dimensional signals and data sets. CS exploits the surprising fact that the information contained in a…
This paper proposes a novel framework for certifying the fairness of predictive models trained on biased data. It draws from query answering for incomplete and inconsistent databases to formulate the problem of consistent range…
This paper presents a Cramer-Rao lower bound (CRLB) on the variance of unbiased estimates of factor matrices in Canonical Polyadic (CP) or CANDECOMP/PARAFAC (CP) decompositions of a tensor from noisy observations, (i.e., the tensor plus a…
We study a seemingly unexpected and relatively less understood overfitting aspect of a fundamental tool in sparse linear modeling - best subset selection, which minimizes the residual sum of squares subject to a constraint on the number of…
When the in-sample Sharpe ratio is obtained by optimizing over a k-dimensional parameter space, it is a biased estimator for what can be expected on unseen data (out-of-sample). We derive (1) an unbiased estimator adjusting for both sources…
In random parameter estimation, Bayesian lower bounds (BLBs) for the mean-square error have been noticed to not be tight in a number of cases, even when the sample size, or the signal-to-noise ratio, grow to infinity. In this paper, we…
Hard-threshold estimators are popular in signal processing applications. We provide a detailed study of using hard-threshold estimators for estimating an unknown deterministic signal when additive white Gaussian noise corrupts observations.…
Radar uncertainty principle indicates that there is an inherent invariance in the product of the time-delay and Doppler-shift measurement accuracy and resolution which can be tuned by the waveform at transmitter. In this paper, based on the…
Usually, hearing impaired people use hearing aids which are implemented with speech enhancement algorithms. Estimation of speech and estimation of nose are the components in single channel speech enhancement system. The main objective of…
In the theory of compressed sensing (CS), the sparsity ||x||_0 of the unknown signal x\in\R^p is commonly assumed to be a known parameter. However, it is typically unknown in practice. Due to the fact that many aspects of CS depend on…
The recovery of sparsest overcomplete representation has recently attracted intensive research activities owe to its important potential in the many applied fields such as signal processing, medical imaging, communication, and so on. This…
In the theory of compressed sensing (CS), the sparsity $\|x\|_0$ of the unknown signal $\mathbf{x} \in \mathcal{R}^n$ is of prime importance and the focus of reconstruction algorithms has mainly been either $\|x\|_0$ or its convex…
Bayesian analysis is a framework for parameter estimation that applies even in uncertainty regimes where the commonly used local (frequentist) analysis based on the Cram\'er-Rao bound is not well defined. In particular, it applies when no…
The quantity of interest in the classical Cram\'er-Rao theory of unbiased estimation (e.g., the Cram\'er-Rao lower bound, its exact attainment for exponential families, and asymptotic efficiency of maximum likelihood estimation) is the…
Tight bounds on the minimum mean square error for the additive Gaussian noise channel are derived, when the input distribution is constrained to be epsilon-close to a Gaussian reference distribution in terms of the Kullback--Leibler…
Quantum sensors hold considerable promise for precision measurement, yet their capabilities are inherently constrained by environmental noise. A fundamental task in quantum sensing is determining the precision limit of noisy sensor devices.…
We consider minimum variance estimation within the sparse linear Gaussian model (SLGM). A sparse vector is to be estimated from a linearly transformed version embedded in Gaussian noise. Our analysis is based on the theory of reproducing…