Related papers: Barankin-Type Bound for Constrained Parameter Esti…
Standard variational lower bounds used to train latent variable models produce biased estimates of most quantities of interest. We introduce an unbiased estimator of the log marginal likelihood and its gradients for latent variable models…
Neural networks are increasingly used to estimate parameters in quantitative MRI, in particular in magnetic resonance fingerprinting. Their advantages over the gold standard non-linear least square fitting are their superior speed and their…
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…
Conditional Restricted Boltzmann Machines (CRBMs) are rich probabilistic models that have recently been applied to a wide range of problems, including collaborative filtering, classification, and modeling motion capture data. While much…
The Barankin bound is generalized to the vector case in the mean square error sense. Necessary and sufficient conditions are obtained to achieve the lower bound. To obtain the result, a simple finite dimensional real vector valued…
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…
In many practical parameter estimation problems, prescreening and parameter selection are performed prior to estimation. In this paper, we consider the problem of estimating a preselected unknown deterministic parameter chosen from a…
An approximate mean square error (MSE) expression for the performance analysis of implicitly defined estimators of non-random parameters is proposed. An implicitly defined estimator (IDE) declares the minimizer/maximizer of a selected…
Target parameter estimation performance is investigated for a radar employing a set of widely separated transmitting and receiving antenna arrays. Cases with multiple extended targets are considered under two signal model assumptions:…
We derive lower bounds on the variance of estimators in quantum metrology by choosing test observables that define constraints on the unbiasedness of the estimator. The quantum bounds are obtained by analytical optimization over all…
A fairly general class of Bayesian "large-error" lower bounds of the Weiss-Weinstein family, essentially free from regularity conditions on the probability density functions support, and for which a limiting form yields a generalized…
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…
A lower bound on the minimum mean-squared error (MSE) in a Bayesian estimation problem is proposed in this paper. This bound utilizes a well-known connection to the deterministic estimation setting. Using the prior distribution, the bias…
Estimating the maximum mean finds a variety of applications in practice. In this paper, we study estimation of the maximum mean using an upper confidence bound (UCB) approach where the sampling budget is adaptively allocated to one of the…
Non-data-aided (NDA) parameter estimation is considered for binary-phase-shift-keying transmission in an additive white Gaussian noise channel. Cramer-Rao lower bounds (CRLBs) for signal amplitude, noise variance, channel reliability…
In this paper, theoretical limits on time delay estimation are studied for ultra-wideband (UWB) cognitive radio systems. For a generic UWB spectrum with dispersed bands, the Cramer-Rao lower bound (CRLB) is derived for unknown channel…
Integrated sensing and communication is regarded as a key enabler for next-generation wireless networks. To optimize the transmitted waveform for both sensing and communication, various performance metrics must be considered. This work…
The linear regression model with a random variable (RV) measurement matrix, where the mean of the random measurement matrix has full column rank, has been extensively studied. In particular, the quasiconvexity of the maximum likelihood…
Velocity estimation is a cornerstone of the recently introduced near-field predictive beamforming. This paper derives the Cramer-Rao bounds (CRBs) for joint radial and transverse velocity estimation within a predictive beamforming framework…
In this paper, we analyze the performance of the estimation of Laplacian matrices under general observation models. Laplacian matrix estimation involves structural constraints, including symmetry and null-space properties, along with matrix…