Related papers: Analysis of Fisher Information and the Cram\'{e}r-…
Advanced super-resolution imaging techniques require specific approaches for accurate and consistent estimation of the achievable spatial resolution. Fisher information supplied to Cramer-Rao bound (CRB) has proved to be a powerful and…
In quantum multi-parameter estimation, the precision of estimating unknown parameters is bounded by the Cramer-Rao bound (CRB), defined via the inverse of the Fisher information matrix (FIM). However, in certain scenarios such as…
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…
This paper presents a Cramer-Rao bound (CRB) for the estimation of parameters confined to an arbitrary set. Unlike existing results that rely on equality or inequality constraints, manifold structures, or the nonsingularity of the Fisher…
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…
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 information matrix (FIM) plays an important role in the analysis of parameter inference and system design problems. In a number of cases, however, the statistical data distribution and its associated information matrix are either…
It is proved that in a non-Bayesian parametric estimation problem, if the Fisher information matrix (FIM) is singular, unbiased estimators for the unknown parameter will not exist. Cramer-Rao bound (CRB), a popular tool to lower bound the…
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…
This paper deals with Cram\'er-Rao inequalities in the context of nonextensive statistics and in estimation theory. It gives characterizations of generalized q-Gaussian distributions, and introduces generalized versions of Fisher…
In some estimation problems, not all the parameters can be identified, which results in singularity of the Fisher Information Matrix (FIM). The Cram\'er-Rao Bound (CRB), which is the inverse of the FIM, is then not defined. To regularize…
The problem of determining the achievable sensitivity with digitization exhibiting minimal complexity is addressed. In this case, measurements are exclusively available in hard-limited form. Assessing the achievable sensitivity via the…
We propose the generalised Fisher information or the one-parameter extended class of the Fisher information for the case of one random variable. This new form of the Fisher information is obtained from the intriguing connection between the…
The Fisher information matrix is a quantity of fundamental importance for information geometry and asymptotic statistics. In practice, it is widely used to quickly estimate the expected information available in a data set and guide…
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…
The inherent randomness of communication symbols creates a fundamental tension in Integrated Sensing and Communications (ISAC). On the one hand, they enable data transmission while allowing sensing to fully reuse communication resources. On…
This lecture note addresses the common misconception that the Gaussian distribution always yields the largest Cram\'er-Rao Bound (CRB). We show that this property only holds under restrictive conditions: specifically, when the mean and…
The quantum Cram\'er-Rao bound sets a fundamental limit on the accuracy of unbiased parameter estimation in quantum systems, relating the uncertainty in determining a parameter to the inverse of the quantum Fisher information. We…
We prove lower bounds on the error of any estimator for the mean of a real probability distribution under the knowledge that the distribution belongs to a given set. We apply these lower bounds both to parametric and nonparametric…
We propose a modified $\chi^{\beta}$-divergence, give some of its properties, and show that this leads to the definition of a generalized Fisher information. We give generalized Cram\'er-Rao inequalities, involving this Fisher information,…