Related papers: Cramer-Rao Lower Bound and Information Geometry
In this paper we explore the maximum precision attainable in the location of a point source imaged by a pixel array detector in the presence of a background, as a function of the detector properties. For this we use a well-known result from…
In this paper, we derive the Cramer-Rao bound (CRB) for blind channel estimation in redundant block transmission systems, a lower bound for the mean squared error of any blind channel estimators. The derived CRB is valid for any full-rank…
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…
This paper investigates the theoretical Cramer-Rao bounds on estimation accuracy of longitudinal vehicle dynamics parameters. This analysis is motivated by the value of parameter estimation in various applications, including chassis model…
Information geometry is a study of statistical manifolds, that is, spaces of probability distributions from a geometric perspective. Its classical information-theoretic applications relate to statistical concepts such as Fisher information,…
Context. The best precision that can be achieved to estimate the location of a stellar-like object is a topic of permanent interest in the astrometric community. Aims. We analyse bounds for the best position estimation of a stellar-like…
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…
This report considers the problem of computing the Cramer-Rao bound for the parameters of a Markov random field. Computation of the exact bound is not feasible for most fields of interest because their likelihoods are intractable and have…
We study the geometry of probability distributions with respect to a generalized family of Csisz\'ar $f$-divergences. A member of this family is the relative $\alpha$-entropy which is also a R\'enyi analog of relative entropy in information…
Already since the work by Abbe and Rayleigh the difficulty of super resolution where one wants to recover a collection of point sources from low-resolved microscopy measurements is thought to be dependent on whether the distance between the…
We extend the traditional framework for estimating subspace bases that maximize the preserved signal energy to additionally preserve the Cram\'er-Rao bound (CRB) of the biophysical parameters and, ultimately, improve accuracy and precision…
In a celebrated work, Blais, Brody, and Matulef developed a technique for proving property testing lower bounds via reductions from communication complexity. Their work focused on testing properties of functions, and yielded new lower…
The Fisher Information Metric (FIM) and the associated Cram\'er-Rao Bound (CRB) are fundamental tools in statistical signal processing, which inform the efficient design of experiments and algorithms for estimating the underlying…
The Fisher-Rao metric from Information Geometry is related to phase transition phenomena in classical statistical mechanics. Several studies propose to extend the use of Information Geometry to study more general phase transitions in…
In this paper we develop the theory of information geometry for single random matrix models, with two goals: proving a Cramer-Rao theorem for estimators on random matrices, and calculating the Legendre transform of pressure and entropy with…
We revisit the problem of computing submatrices of the Cram\'er-Rao bound (CRB), which lower bounds the variance of any unbiased estimator of a vector parameter $\vth$. We explore iterative methods that avoid direct inversion of the Fisher…
Karger (SIAM Journal on Computing, 1999) developed the first fully-polynomial approximation scheme to estimate the probability that a graph $G$ becomes disconnected, given that its edges are removed independently with probability $p$. This…
Information theory, rooted in computer science, and many-body physics, have traditionally been studied as (almost) independent fields. Only recently has this paradigm started to shift, with many-body physics being studied and characterized…
We present a new proof of the quantum Cramer-Rao bound for precision parameter estimation [1-3] and extend it to a more general class of measurement procedures. We analyze a generalized framework for parameter estimation that covers most…
We study the problem of detecting local geometry in random graphs. We introduce a model $\mathcal{G}(n, p, d, k)$, where a hidden community of average size $k$ has edges drawn as a random geometric graph on $\mathbb{S}^{d-1}$, while all…