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The estimation of parameters in a linear model is considered under the hypothesis that the noise, with finite second order statistics, can be represented in a given deterministic basis by random coefficients. An extended underdetermined…

Statistics Theory · Mathematics 2014-05-06 Piero Barone , Isabella Lari

The paper derives the theoretical Cramer-Rao lower bound for parameter estimation of a source (of emitting energy, gas, aerosol), monitored by a network of sensors providing binary measurements. The theoretical bound is studied in the…

Applications · Statistics 2014-05-30 Branko Ristic , Ajith Gunatilaka , Ralph Gailis

This paper deals with parameter estimation when the data are randomly right censored. The maximum likelihood estimates from censored samples are obtained by using the expectation-maximization (EM) and Monte Carlo EM (MCEM) algorithms. We…

Computation · Statistics 2012-03-20 Chanseok Park , Seong Beom Lee

The classical Cram\'er-Rao inequality gives a lower bound for the variance of a unbiased estimator of an unknown parameter, in some statistical model of a random process. In this note we rewrite the statment and proof of the bound using…

Other Statistics · Statistics 2017-10-27 Anthony D. Blaom

In multiparameter quantum metrology, the weighted-arithmetic-mean error of estimation is often used as a scalar cost function to be minimized during design optimization. However, other types of mean error can reveal different facets of…

Quantum Physics · Physics 2020-02-12 Xiao-Ming Lu , Zhihao Ma , Chengjie Zhang

This work focuses on assessing the information-theoretic limits of scene parameter estimation in plenoptic imaging systems. A general framework to compute lower bounds on the parameter estimation error from noisy plenoptic observations is…

Image and Video Processing · Electrical Eng. & Systems 2026-02-03 Abhinav V. Sambasivan , Liam J. Coulter , Richard G. Paxman , Jarvis D. Haupt

We provide a general theory of the expectation-maximization (EM) algorithm for inferring high dimensional latent variable models. In particular, we make two contributions: (i) For parameter estimation, we propose a novel high dimensional EM…

Machine Learning · Statistics 2015-01-28 Zhaoran Wang , Quanquan Gu , Yang Ning , Han Liu

In this paper, the Cram\'{e}r-Rao Bounds (CRB) for the simultaneous estimation of power system electromechanical modes and forced oscillations (FO) are derived. Two cases are considered; in the first case only the steady-state response to…

Signal Processing · Electrical Eng. & Systems 2025-11-21 Luke Dosiek

A lower bound is an important tool for predicting the performance that an estimator can achieve under a particular statistical model. Bayesian bounds are a kind of such bounds which not only utilizes the observation statistics but also…

Statistics Theory · Mathematics 2023-03-02 Shuo Tang , Gerald LaMountain , Tales Imbiriba , Pau Closas

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 estimation of the frequencies of multiple superimposed exponentials in noise is an important research problem due to its various applications from engineering to chemistry. In this paper, we propose an efficient and accurate algorithm…

Numerical Analysis · Mathematics 2016-05-05 Shanglin Ye , Elias Aboutanios

Efficient estimation of wideband spectrum is of great importance for applications such as cognitive radio. Recently, sub-Nyquist sampling schemes based on compressed sensing have been proposed to greatly reduce the sampling rate. However,…

Signal Processing · Electrical Eng. & Systems 2018-05-23 Haoyu Fu , Yuejie Chi

Recently we find several candidates of quantum algorithms that may be implementable in near-term devices for estimating the amplitude of a given quantum state, which is a core sub- routine in various computing tasks such as the Monte Carlo…

Quantum Physics · Physics 2021-10-12 Tomoki Tanaka , Yohichi Suzuki , Shumpei Uno , Rudy Raymond , Tamiya Onodera , Naoki Yamamoto

Quantum metrology derives its capabilities from the careful employ of quantum resources for carrying out measurements. This advantage, however, relies on refined data postprocessing, assessed based on the variance of the estimated…

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…

Information Theory · Computer Science 2013-11-15 Rodrigo Carvajal , Boris I. Godoy , Juan C. Agüero

Regime shifts in high-dimensional time series arise naturally in many applications, from neuroimaging to finance. This problem has received considerable attention in low-dimensional settings, with both Bayesian and frequentist methods used…

Methodology · Statistics 2025-09-05 Xiudi Li , Abolfazl Safikhani , Ali Shojaie

Herein, an atomic norm based method for accurately estimating the location and orientation of a target from millimeter-wave multi-input-multi-output (MIMO) orthogonal frequency-division multiplexing (OFDM) signals is presented. A novel…

Signal Processing · Electrical Eng. & Systems 2022-09-21 Jianxiu Li , Maxime Ferreira Da Costa , Urbashi Mitra

In the study of quantum limits to parameter estimation, the high dimensionality of the density operator and that of the unknown parameters have long been two of the most difficult challenges. Here we propose a theory of quantum…

Quantum Physics · Physics 2020-08-05 Mankei Tsang , Francesco Albarelli , Animesh Datta

In quantum computation, amplitude estimation is a fundamental subroutine that is utilized in various quantum algorithms. A general important task of such estimation problems is to characterize the estimation lower bound, which is referred…

Quantum Physics · Physics 2025-07-10 Kohei Oshio , Yohichi Suzuki , Kaito Wada , Keigo Hisanaga , Shumpei Uno , Naoki Yamamoto

A problem of improving the accuracy of nonparametric entropy estimation for a stationary ergodic process is considered. New weak metrics are introduced and relations between metrics, measures, and entropy are discussed. Based on weak…

Information Theory · Computer Science 2024-11-04 Evgeniy Timofeev , Alexei Kaltchenko