Related papers: Cramer-Rao Bound for Estimation After Model Select…
In modern radar systems, precise target localization using azimuth and velocity estimation is paramount. Traditional unbiased estimation methods have utilized gradient descent algorithms to reach the theoretical limits of the Cramer Rao…
Many modern datasets, such as those in ecology and geology, are composed of samples with spatial structure and dependence. With such data violating the usual independent and identically distributed (IID) assumption in machine learning and…
In random parameter estimation, Bayesian lower bounds (BLBs) for the mean-square error have been noticed to not be tight in a number of cases, even when the sample size, or the signal-to-noise ratio, grow to infinity. In this paper, we…
In nonlinear deterministic parameter estimation, the maximum likelihood estimator (MLE) is unable to attain the Cramer-Rao lower bound at low and medium signal-to-noise ratios (SNR) due the threshold and ambiguity phenomena. In order to…
Post-selection strategies have been proposed with the aim of amplifying weak signals, which may help to overcome detection thresholds associated with technical noise in high-precision measurements. Here we use an optical setup to…
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…
Conformal prediction methodologies have significantly advanced the quantification of uncertainties in predictive models. Yet, the construction of confidence regions for model parameters presents a notable challenge, often necessitating…
We derive the closed form Cramer-Rao bound (CRB) expressions for joint estimation of time delay and Doppler shift with unknown signals with possibly known structure. The results are especially useful for passive radar where direct path and…
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…
The errors-in-variables (EIV) regression model, being more realistic by accounting for measurement errors in both the dependent and the independent variables, is widely adopted in applied sciences. The traditional EIV model estimators,…
Machine learning is a vital part of many real-world systems, but several concerns remain about the lack of interpretability, explainability and robustness of black-box AI systems. Concept Bottleneck Models (CBM) address some of these…
Selective classification allows models to abstain from making predictions (e.g., say "I don't know") when in doubt in order to obtain better effective accuracy. While typical selective models can be effective at producing more accurate…
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…
Regularized system identification has become a significant complement to more classical system identification. It has been numerically shown that kernel-based regularized estimators often perform better than the maximum likelihood estimator…
We evaluated the implications of different approaches to characterize uncertainty of calibrated parameters of stochastic decision models (DMs) in the quantified value of such uncertainty in decision making. We used a microsimulation DM of…
Sparse Bayesian Learning (SBL) models are extensively used in signal processing and machine learning for promoting sparsity through hierarchical priors. The hyperparameters in SBL models are crucial for the model's performance, but they are…
Sparse regression is frequently employed in diverse scientific settings as a feature selection method. A pervasive aspect of scientific data that hampers both feature selection and estimation is the presence of strong correlations between…
This paper studies the optimal state estimation for a dynamic system, whose transfer function can be nonlinear and the input noise can be of arbitrary distribution. Our algorithm differs from the conventional extended Kalman filter (EKF)…
In this article we study post-model selection estimators that apply ordinary least squares (OLS) to the model selected by first-step penalized estimators, typically Lasso. It is well known that Lasso can estimate the nonparametric…
This paper considers the Cram\`er-Rao lower Bound (CRB) for the source localization problem in the near field. More specifically, we use the exact expression of the delay parameter for the CRB derivation and show how this exact CRB can be…