Related papers: Asymptotically Tight Bayesian Cram\'{e}r-Rao Bound

PAC generalization bounds on the risk, when expressed in terms of the expected loss, are often insufficient to capture imbalances between subgroups in the data. To overcome this limitation, we introduce a new family of risk measures, called…

The theoretical foundation of quantum sensing is rooted in the Cram\'er-Rao formalism, which establishes quantitative precision bounds for a given quantum probe. In many practical scenarios, where more than one parameter is unknown, the…

We study data-driven decision-making problems in the Bayesian framework, where the expectation in the Bayes risk is replaced by a risk-sensitive entropic risk measure. We focus on problems where calculating the posterior distribution is…

We study the behavior of high-dimensional robust regression estimators in the asymptotic regime where $p/n$ tends to a finite non-zero limit. More specifically, we study ridge-regularized estimators, i.e…

We propose a lower bound on the log marginal likelihood of Gaussian process regression models that can be computed without matrix factorisation of the full kernel matrix. We show that approximate maximum likelihood learning of model…

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…

Bilevel reinforcement learning (BRL) has emerged as a powerful framework for aligning generative models, yet its theoretical foundations, especially sample complexity bounds, remain underexplored. In this work, we present the first sample…

Bayesian optimization has been successfully applied to optimize black-box functions where the number of evaluations is severely limited. However, in many real-world applications, it is hard or impossible to know in advance which designs are…

Integrated sensing and communication (ISAC) systems rely on communication waveforms to perform sensing tasks, thus making their sensing performance strongly dependent on the level of communication symbol knowledge available to the sensing…

In this thesis we deal with two different topics. In the first half we investigate how the Bayesian formalism can be introduced into the problem of quantum thermometry -- a field which exploits the high level of control in coherent devices…

This paper studies quasi Bayesian estimation and uncertainty quantification for an unknown function that is identified by a nonparametric conditional moment restriction. We derive contraction rates for a class of Gaussian process priors.…

We derive a quantum Cram\'er-Rao bound (QCRB) on the error of estimating a time-changing signal. The QCRB provides a fundamental limit to the performance of general quantum sensors, such as gravitational-wave detectors, force sensors, and…

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…

We propose a restricted win probability estimand for comparing treatments in a randomized trial with a time-to-event outcome. We also propose Bayesian estimators for this summary measure as well as the unrestricted win probability. Bayesian…

A Cramer-Rao bound (CRB) for semi-blind channel estimators in redundant block transmission systems is derived. The derived CRB is valid for any system adopting a full-rank linear redundant precoder, including the popular cyclic-prefixed…

Estimating optimal individualized treatment rules (ITRs) via outcome weighted learning (OWL) often relies on observed rewards that are noisy or optimistic proxies for the true latent utility. Ignoring this reward uncertainty leads to the…

Recognizing the successes of treed Gaussian process (TGP) models as an interpretable and thrifty model for nonparametric regression, we seek to extend the model to classification. Both treed models and Gaussian processes (GPs) have,…

We study the problem of fitting parametrized curves to noisy data. Under certain assumptions (known as Cartesian and radial functional models), we derive asymptotic expressions for the bias and the covariance matrix of the parameter…

A frequentist asymptotic expansion method for error estimation is employed for a network of gravitational wave detectors to assess the amount of information that can be extracted from gravitational wave observations. Mathematically we…

This paper focuses on radar waveform optimization for minimizing the Cram\'er-Rao bound (CRB) in a multiple-input multiple-output (MIMO) radar system. In contrast to conventional approaches relying on semi-definite programming (SDP) and…