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We analyse the performance of a recursive Monte Carlo method for the Bayesian estimation of the static parameters of a discrete--time state--space Markov model. The algorithm employs two layers of particle filters to approximate the…

Computation · Statistics 2016-03-31 Dan Crisan , Joaquin Miguez

In this paper, we derive Hybrid, Bayesian and Marginalized Cram\'{e}r-Rao lower bounds (HCRB, BCRB and MCRB) for the single and multiple measurement vector Sparse Bayesian Learning (SBL) problem of estimating compressible vectors and their…

Machine Learning · Computer Science 2015-06-04 Ranjitha Prasad , Chandra R. Murthy

This paper proposes a novel approach for uncertainty quantification in dense Conditional Random Fields (CRFs). The presented approach, called Perturb-and-MPM, enables efficient, approximate sampling from dense multi-label CRFs via random…

Computer Vision and Pattern Recognition · Computer Science 2017-03-03 Raphael Meier , Urspeter Knecht , Alain Jungo , Roland Wiest , Mauricio Reyes

The problem of estimating the parameters of a moving target in multiple-input multiple-output (MIMO) radar is considered and a new approach for estimating the moving target parameters by making use of the phase information associated with…

Information Theory · Computer Science 2015-06-04 Aboulnasr Hassanien , Sergiy A. Vorobyov , Alex B. Gershman

The term ``sequential Monte Carlo methods'' or, equivalently, ``particle filters,'' refers to a general class of iterative algorithms that performs Monte Carlo approximations of a given sequence of distributions of interest (\pi_t). We…

Statistics Theory · Mathematics 2007-06-13 Nicolas Chopin

We study the problem of high accuracy localization of mobile nodes in a multipath-rich environment where sub-meter accuracies are required. We employ a peer-to-peer framework where the vehicles/nodes can get pairwise multipath-degraded…

Networking and Internet Architecture · Computer Science 2012-11-09 Venkatesan. N. Ekambaram , Kannan Ramchandran , Raja Sengupta

The Cram\'er-Rao bound (CRB), a well-known lower bound on the performance of any unbiased parameter estimator, has been used to study a wide variety of problems. However, to obtain the CRB, requires an analytical expression for the…

Machine Learning · Computer Science 2022-10-11 Hai Victor Habi , Hagit Messer , Yoram Bresler

This paper addresses the synthesis of slow-time coded waveforms for single target tracking in a radar network operating under colored Gaussian interference. Based on the Posterior Cram\'er Rao Lower Bound (PCRLB), which characterizes the…

Signal Processing · Electrical Eng. & Systems 2025-12-08 Tao Fan , Augusto Aubry , Antonio De Maio , Luca Pallotta , Xianxiang Yu , Guolong Cui

Using Fisher information and the Cram\'er-Rao lower bound, we analyse fundamental precision limits in the determination of spectral parameters in inelastic optical scattering. General analytic formulae are derived which account for the…

Instrumentation and Detectors · Physics 2019-04-03 Peter Török , Matthew R. Foreman

In fluorescence microscopy, Single Molecule Localization Microscopy (SMLM) techniques aim at localizing with high precision high density fluorescent molecules by stochastically activating and imaging small subsets of blinking emitters.…

This paper presents a new Bayesian model and associated algorithm for depth and intensity profiling using full waveforms from time-correlated single-photon counting (TCSPC) measurements in the limit of very low photon counts (i.e.,…

Instrumentation and Detectors · Physics 2016-10-14 Yoann Altmann , Ximing Ren , Aongus McCarthy , Gerald S. Buller , Steve McLaughlin

In this paper, we consider the Cramer-Rao lower bound (CRLB) for estimation of a lens-embedded antenna array with deterministic parameters. Unlike CRLB of uniform linear array (ULA), it is noted that CRLB for direction of arrival (DoA) of…

Information Theory · Computer Science 2016-12-14 Jae-Nam Shim , Hongseok Park , GeeYong Suk , Chan-Byoung Chae , Dong Ku Kim

Single molecule localization microscopy (SMLM) permits the visualization of cellular structures an order of magnitude smaller than the diffraction limit of visible light, and an accurate, objective evaluation of the resolution of an SMLM…

We investigate the problem of estimating simultaneously multiple parameters encoded in the shape of the modes on which the light is expanded. For this, we generalize the mode-encoded parameter estimation theory as introduced in Ref.[1] to a…

Quantum Physics · Physics 2025-05-23 Alexander Boeschoten , Giacomo Sorelli , Manuel Gessner , Claude Fabre , Nicolas Treps

Aims. We investigate the maximum astrometric precision that can be reached on moving targets observed with digital-sensor arrays, and provide an estimate for its ultimate lower limit based on the Cram\'er-Rao bound. Methods. We extend…

Instrumentation and Methods for Astrophysics · Physics 2017-10-04 S. Bouquillon , R. A. Mendez , M. Altmann , T. Carlucci , C. Barache , F. Taris , A. H. Andrei , R. Smart

FRET-based approaches are a unique tool for sensing the immediate surroundings and interactions of (bio)molecules. FRET imaging and FLIM (Fluorescence Lifetime Imaging Microscopy) enable the visualization of the spatial distribution of…

Electrical Impedance Tomography (EIT) is a non-invasive imaging modality that has earned significant attention for its potential in real-time monitoring of various physiological parameters. Despite its promise, the sensitivity and…

Medical Physics · Physics 2024-06-06 Georgii Kormakov , Nikolay Koshev

Spectral Estimation (SpecEst) is a core area of signal processing with a history spanning two centuries and applications across various fields. With the advent of digital acquisition, SpecEst algorithms have been widely applied to tasks…

Signal Processing · Electrical Eng. & Systems 2025-05-07 Ruiming Guo , Ayush Bhandari

Millimeter-wave (mmWave) communication is a promising solution for achieving high data rate and low latency in 5G wireless cellular networks. Since directional beamforming and antenna arrays are exploited in the mmWave networks, accurate…

Information Theory · Computer Science 2020-11-26 Jiajun He , Young Jin Chun

In a focused ion beam (FIB) microscope, source particles interact with a small volume of a sample to generate secondary electrons that are detected, pixel by pixel, to produce a micrograph. Randomness of the number of incident particles…

Medical Physics · Physics 2023-08-15 Minxu Peng , John Murray-Bruce , Vivek K Goyal
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