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Minimum-variance estimators for the parameter fnl that quantifies local-model non-Gaussianity can be constructed from the cosmic microwave background (CMB) bispectrum (three-point function) and also from the trispectrum (four-point…

Cosmology and Nongalactic Astrophysics · Physics 2011-02-03 Marc Kamionkowski , Tristan L. Smith , Alan Heavens

Bounding the optimal precision in parameter estimation tasks is of central importance for technological applications. In the regime of a small number of measurements, or that of low signal-to-noise ratios, the meaning of common frequentist…

Quantum Physics · Physics 2024-02-23 Valentin Gebhart , Manuel Gessner , Augusto Smerzi

Parameter estimation is a fundamental problem in science and engineering. In many safety-critical applications, one is not only interested in a {\it point} estimator, but also the uncertainty bound that can self-assess the accuracy of the…

Statistics Theory · Mathematics 2025-08-05 Qin Lu , Yaakov Bar-Shalom , Peter Willett

The problem of astrometry is revisited from the perspective of analyzing the attainability of well-known performance limits (the Cramer-Rao bound) for the estimation of the relative position of light-emitting (usually point-like) sources on…

Instrumentation and Methods for Astrophysics · Physics 2018-09-05 Sebastian Espinosa , Jorge F. Silva , Rene A. Mendez , Rodrigo Lobos , Marcos Orchard

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…

Instrumentation and Methods for Astrophysics · Physics 2016-10-26 Alex Echeverria , Jorge F. Silva , Rene A. Mendez , Marcos Orchard

We compute a variance lower bound for unbiased estimators in specified statistical models. The construction of the bound is related to the original Cram\'er-Rao bound, although it does not require the differentiability of the model.…

Statistics Theory · Mathematics 2012-04-13 Thibault Espinasse , Paul Rochet

This paper presents a distributed estimator for a deterministic parametric physical field sensed by a homogeneous sensor network and develops a new transformed expression for the Cramer-Rao lower bound (CRLB) on the variance of distributed…

Information Theory · Computer Science 2015-06-17 Salvatore Talarico , Natalia A. Schmid , Marwan Alkhweldi , Matthew C. Valenti

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

Complete awareness of the wireless environment, crucial for future intelligent networks, requires sensing all transmitted signals, not just the strongest. A fundamental barrier is estimating the target signal when it is buried under strong…

Signal Processing · Electrical Eng. & Systems 2026-03-17 Bowen Li , Junting Chen , Nikolaos Pappas

Several current ultra-wide band applications, such as millimeter wave radar and communication systems, require high sampling rates and therefore expensive and energy-hungry analogto-digital converters (ADCs). In applications where cost and…

Signal Processing · Electrical Eng. & Systems 2022-09-28 Petre Stoica , Xiaolei Shang , Yuanbo Cheng

In this study, the hybrid Cramer-Rao bound (CRB) is developed for target localization, to establish the sensitivity of the estimation mean-square error (MSE) to the level of phase synchronization mismatch in coherent Multiple-Input…

Information Theory · Computer Science 2009-10-30 Hana Godrich , Alexander M. Haimovich , H. Vincent Poor

Systematic errors affecting center-of-gravity (CoG) measurements may occur from coarse sampling of the point-spread-function (PSF) or from signal truncation at the boundaries of the region-of-interest (ROI). For small ROI and PSF widths,…

Instrumentation and Detectors · Physics 2023-12-21 Gerald Hechenblaikner

We present novel lower bounds on the mean square error (MSE) of the location estimation of an emitting source via a network where the sensors are deployed randomly. The sensor locations are modeled as a homogenous Poisson point process. In…

Information Theory · Computer Science 2018-02-14 Itsik Bergel , Yair Noam

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…

Quantum Physics · Physics 2025-11-18 Min Namkung , Changhyoup Lee , Hyang-Tag Lim

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 this paper, we analyze the impact of compressed sensing with complex random matrices on Fisher information and the Cram\'{e}r-Rao Bound (CRB) for estimating unknown parameters in the mean value function of a complex multivariate normal…

Statistics Theory · Mathematics 2023-07-19 Pooria Pakrooh , Ali Pezeshki , Louis L. Scharf , Douglas Cochran , Stephen D. Howard

The performance of near-field sensing (NISE) in a legacy wideband multiple-input multiple-output (MIMO) orthogonal frequency-division multiplexing (OFDM) communication system is analyzed. The maximum likelihood estimates (MLE) for the…

Information Theory · Computer Science 2025-06-13 Zhaolin Wang , Xidong Mu , Yuanwei Liu

The quantity of interest in the classical Cram\'er-Rao theory of unbiased estimation (e.g., the Cram\'er-Rao lower bound, its exact attainment for exponential families, and asymptotic efficiency of maximum likelihood estimation) is the…

Statistics Theory · Mathematics 2025-11-11 Nicolás García Trillos , Adam Quinn Jaffe , Bodhisattva Sen

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

Popular debiased estimation methods for causal inference -- such as augmented inverse propensity weighting and targeted maximum likelihood estimation -- enjoy desirable asymptotic properties like statistical efficiency and double robustness…

Machine Learning · Statistics 2025-09-16 Tiffany Tianhui Cai , Yuri Fonseca , Kaiwen Hou , Hongseok Namkoong