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The goal of this paper is to characterize the best achievable performance for the problem of estimating an unknown parameter having a sparse representation. Specifically, we consider the setting in which a sparsely representable…

Statistics Theory · Mathematics 2009-09-29 Zvika Ben-Haim , Yonina C. Eldar

Robust estimation is an important and timely research subject. In this paper, we investigate performance lower bounds on the mean-square-error (MSE) of any estimator for the Bayesian linear model, corrupted by a noise distributed according…

Methodology · Statistics 2017-07-12 Virginie Ollier , Rémy Boyer , Mohammed Nabil El Korso , Pascal Larzabal

In many practical parameter estimation problems, such as coefficient estimation of polynomial regression, the true model is unknown and thus, a model selection step is performed prior to estimation. The data-based model selection step…

Signal Processing · Electrical Eng. & Systems 2024-10-30 Elad Meir , Tirza Routtenberg

Mixed-resolution architectures, combining high-resolution (analog) data with coarsely quantized (e.g., 1-bit) data, are widely employed in emerging communication and radar systems to reduce hardware costs and power consumption. However, the…

Signal Processing · Electrical Eng. & Systems 2025-08-29 Yaniv Mazor , Tirza Routtenberg

In this paper, we address the theoretical limitations in reconstructing sparse signals (in a known complete basis) using compressed sensing framework. We also divide the CS to non-blind and blind cases. Then, we compute the Bayesian…

Information Theory · Computer Science 2010-05-25 Hadi Zayyani , Massoud Babaie-Zadeh , Christian Jutten

The Bayesian Cram\'er-Rao bound (CRB) provides a lower bound on the mean square error of any Bayesian estimator under mild regularity conditions. It can be used to benchmark the performance of statistical estimators, and provides a…

Machine Learning · Statistics 2024-09-09 Evan Scope Crafts , Xianyang Zhang , Bo Zhao

The Bayesian Cram\'er-Rao bound (BCRB) is a crucial tool in signal processing for assessing the fundamental limitations of any estimation problem as well as benchmarking within a Bayesian frameworks. However, the BCRB cannot be computed…

Signal Processing · Electrical Eng. & Systems 2025-02-11 Hai Victor Habi , Hagit Messer , Yoram Bresler

The constrained Cramer-Rao bound (CCRB) is a lower bound on the mean-squared-error (MSE) of estimators that satisfy some unbiasedness conditions. Although the CCRB unbiasedness conditions are satisfied asymptotically by the constrained…

Information Theory · Computer Science 2019-02-20 Eyal Nitzan , Tirza Routtenberg , Joseph Tabrikian

A lower bound on the minimum mean-squared error (MSE) in a Bayesian estimation problem is proposed in this paper. This bound utilizes a well-known connection to the deterministic estimation setting. Using the prior distribution, the bias…

Information Theory · Computer Science 2009-05-27 Zvika Ben-Haim , Yonina C. Eldar

Estimation under model misspecification arises in many signal processing problems, where the assumed observation model deviates from the true data-generating mechanism due to errors or simplifications. The misspecified Cram\'er-Rao bound…

Statistics Theory · Mathematics 2026-05-21 Malaak Khatib , Nadav Harel , Joseph Tabrikian , Tirza Routtenberg

In many estimation theory and statistical analysis problems, the true data model is unknown, or partially unknown. To describe the model generating the data, parameterized models of some degree are used. A question that arises is which…

Signal Processing · Electrical Eng. & Systems 2025-04-08 Nadav E. Rosenthal , Joseph Tabrikian

We consider distributed estimation of a Gaussian source in a heterogenous bandwidth constrained sensor network, where the source is corrupted by independent multiplicative and additive observation noises, with incomplete statistical…

Information Theory · Computer Science 2018-05-23 Alireza Sani , Azadeh Vosoughi

The Cram\'er-Rao bound (CRB), a well-known lower bound on the performance of any unbiased parameter estimator, has been used to study a wide variety of problems. However, to obtain the CRB, requires an analytical expression for the…

Machine Learning · Computer Science 2022-10-11 Hai Victor Habi , Hagit Messer , Yoram Bresler

Accurate channel estimation is a key requirement in extremely large-scale multiple-input multiple-output (XL-MIMO) systems. Sparse Bayesian learning (SBL) is a well-established framework for exploiting channel sparsity, but its performance…

Signal Processing · Electrical Eng. & Systems 2026-05-28 Arttu Arjas , Italo Atzeni

Integrated sensing and communication is regarded as a key enabler for next-generation wireless networks. To optimize the transmitted waveform for both sensing and communication, various performance metrics must be considered. This work…

Performance bounds for parameter estimation play a crucial role in statistical signal processing theory and applications. Two widely recognized bounds are the Cram\'{e}r-Rao bound (CRB) in the non-Bayesian framework, and the Bayesian CRB…

Information Theory · Computer Science 2023-11-27 Ori Aharon , Joseph Tabrikian

This letter aims at extending the Constrained Semiparametric Cramer-Rao Bound (CSCRB) for the joint estimation of mean vector and scatter matrix of Real Elliptically Symmetric (RES) distributions to Complex Elliptically Symmetric (CES)…

Signal Processing · Electrical Eng. & Systems 2019-02-26 Stefano Fortunati , Fulvio Gini , Maria S. Greco , Abdelhak M. Zoubir

In this paper, we consider signals with a low-rank covariance matrix which reside in a low-dimensional subspace and can be written in terms of a finite (small) number of parameters. Although such signals do not necessarily have a sparse…

Statistics Theory · Mathematics 2023-07-19 Mahdi Shaghaghi , Sergiy A. Vorobyov

This paper focusses on the sparse estimation in the situation where both the the sensing matrix and the measurement vector are corrupted by additive Gaussian noises. The performance bound of sparse estimation is analyzed and discussed in…

Information Theory · Computer Science 2015-06-12 Yujie Tang , Laming Chen , Yuantao Gu

This paper derives a general expression for the Cram\'er-Rao bound (CRB) of wireless localization algorithms using range measurements subject to bias corruption. Specifically, the a priori knowledge about which range measurements are…

Information Theory · Computer Science 2011-11-10 Tao Wang
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