Related papers: An intrinsic Cram\'er-Rao bound on SO(3) for (dyna…
The Cram\'er-Rao bound serves as a crucial lower limit for the mean squared error of an estimator in frequentist parameter estimation. Paradoxically, it requires highly accurate prior knowledge of the estimated parameter for constructing…
Many results in the quantum metrology literature use the Cram\'er-Rao bound and the Fisher information to compare different quantum estimation strategies. However, there are several assumptions that go into the construction of these tools,…
We study a class of orbit recovery problems in which we observe independent copies of an unknown element of $\mathbb{R}^p$, each linearly acted upon by a random element of some group (such as $\mathbb{Z}/p$ or $\mathrm{SO}(3)$) and then…
Recently, it has been proved in Babadi et al. that in noisy compressed sensing, a joint typical estimator can asymptotically achieve the Cramer-Rao lower bound of the problem.To prove this result, this paper used a lemma,which is provided…
The theory of semiparametric estimation offers an elegant way of computing the Cram\'er-Rao bound for a parameter of interest in the midst of infinitely many nuisance parameters. Here I apply the theory to the problem of moment estimation…
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…
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…
High dimensional covariance estimation and graphical models is a contemporary topic in statistics and machine learning having widespread applications. An important line of research in this regard is to shrink the extreme spectrum of the…
A new class of disturbance covariance matrix estimators for radar signal processing applications is introduced following a geometric paradigm. Each estimator is associated with a given unitary invariant norm and performs the sample…
In this work we study orbit recovery over $SO(3)$, where the goal is to recover a function on the sphere from noisy, randomly rotated copies of it. We assume that the function is a linear combination of low-degree spherical harmonics. This…
In this paper, we derive the Cramer-Rao bound (CRB) for joint target position and velocity estimation using an active or passive distributed radar network under more general, and practically occurring, conditions than assumed in previous…
We derive a quantum Cram\'er-Rao bound (QCRB) on the error of estimating a time-changing signal. The QCRB provides a fundamental limit to the performance of general quantum sensors, such as gravitational-wave detectors, force sensors, and…
We derive a Cram\'er-Rao lower bound for the variance of Floquet multiplier estimates that have been constructed from stable limit cycles perturbed by noise. To do so, we consider perturbed periodic orbits in the plane. We use a periodic…
The problem of attitude tracking using rotation matrices is addressed using an approach which combines inverse optimality and $\mathcal{L}_{2}$ disturbance attenuation. Conditions are provided which solve the inverse optimal nonlinear…
An efficient and accurate computational approach is proposed for optimal attitude control of a rigid body. The problem is formulated directly as a discrete time optimization problem using a Lie group variational integrator. Discrete…
We study the estimation of relative entropy $D(\rho\|\sigma)$ when $\sigma$ is known. We show that the Cram\'{e}r-Rao type bound equals the relative varentropy. Our estimator attains the Cram\'{e}r-Rao type bound when the dimension $d$ is…
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…
Artificial neural networks have become important tools to harness the complexity of disordered or random photonic systems. Recent applications include the recovery of information from light that has been scrambled during propagation through…
This paper aims at providing a fresh look at semiparametric estimation theory and, in particular, at the Semiparametric Cram\'{e}r-Rao Bound (SCRB). Semiparametric models are characterized by a finite-dimensional parameter vector of…
The quantum Fisher information constrains the achievable precision in parameter estimation via the quantum Cram\'er-Rao bound, which has attracted much attention in Hermitian systems since the 60s of the last century. However, less…